Mathematical aspects of Hodgkin-Huxley neural theory

CAMBRIDGE STUDIES IN MATHEMATICAL BIOLOGY: 7 Editors C. CANNINGS Department of Probability and Statistics, University of Sheffield, Sheffield, U.K. F. C. HOPPENSTEADT College of Natural Sciences, Michigan State University, East Lansing, Michigan, U.S.A. L. A. SEGEL Weizmann Institute of Science, Rehovot, Israel

MATHEMATICAL ASPECTS OF HODGKIN-HUXLEY NEURAL THEORY

JANE C RON IN Professor of Mathematics, Rutgers University

Mathematical aspects of Hodgkin-Huxley neural theory

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CAMBRIDGE UNIVERSITY PRESS Cambridge New York New Rochelle Melbourne

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CAMBRIDGE UNIVERSITY PRESS Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, Sao Paulo Cambridge University Press The Edinburgh Building, Cambridge CB2 8RU, UK Published in the United States of America by Cambridge University Press, New York www.cambridge.org Information on this title: www.cambridge.org/9780521334822 © Cambridge University Press 1987 This publication is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University Press. First published 1987 This digitally printed version 2008 A catalogue record for this publication is available from the British Library Library of Congress Cataloguing in Publication data Cronin, Jane, 1922Mathematical aspects of Hodgkin-Huxley neural theory. (Cambridge studies in mathematical biology; 7) Bibliography: p. 1. Neural conduction—Mathematical models. 2. Purkinje cells—Mathematical models. 3. Electrophysiology—Mathematical Models. I. Title. II. Series QP363.C76 1987 599'.0188 87-9241 ISBN 978-0-521-33482-2 hardback ISBN 978-0-521-06388-3 paperback

CONTENTS

1

Introduction

2

Nerve conduction: The work of Hodgkin and Huxley The physiological problem A brief summary of Hodgkin and Huxley's conclusions The work of Hodgkin and Huxley 2.3.1 The experimental results 2.3.2 Derivation of the differential equations What the Hodgkin-Huxley equations describe Mathematical status of the Hodgkin-Huxley equations 2.5.1 History 2.5.2 Some successful numerical analysis of the Hodgkin-Huxley equations 2.5.3 Drawbacks of the Hodgkin-Huxley equations

2.1 2.2 2.3

2.4 2.5

3 3.1 3.2 3.3 3.4

Nerve conduction: Other mathematical models Earlier models The FitzHugh-Nagumo model The Zeeman model Modifications of the Hodgkin-Huxley equations 3.4.1 Modifications in the description of potassium and sodium conductances 3.4.2 The FitzHugh-Adelman model 3.4.3 The Hunter-McNaughton-Noble models 3.5 The Lecar-Nossal stochastic model

page 1

6 6 12 16 16 39 53 53 53 57 65 67 67 68 69 70 70 71 71 73

4 4.1 4.2 4.3 4.4

Contents

vi

Models of other electrically excitable cells Introduction The myelinated nerve fiber Striated muscle fiber Cardiac fibers 4.4.1 The cardiac Purkinje fiber 4.4.2 The Beeler-Reuter model of ventricular myocardial fiber

74 74 75 81 85 85 98

Mathematical theory 5 5.1 Introduction 5.2 Basic theory 5.2.1 Existence theorems and extension theorems 5.2.2 Autonomous systems 5.2.3 Equilibrium poin ts 5.2.4 Stability and asymptotic stability of solutions 5.3 Periodic solutions 5.3.1 Autonomous systems 5.3.2 Periodic solutions of equations with a periodic forcing term 5.4 Singularly perturbed equations 5.4.1 Introduction 5.4.2 Some examples 5.4.3 Some theory of singularly perturbed systems 5.5 Partial differential equations

101 101 101 101 105 106 114 130 130

Mathematical analysis of physiological models 6 6.1 Introduction 6.2 Models derived from voltage-clamp experiments 6.2.1 Nerve conduction models 6.2.2 Analysis of the Noble model of the cardiac Purkinje fiber

180 180 184 184

134 138 138 139 143 178

216

Appendix

249

References

253

PREFA CE

The quantitative study of electrically active cells received its principal impetus from the remarkable work of Hodgkin and Huxley, in 1951, on nerve conduction in the squid giant axon. Hodgkin and Huxley used voltage-clamp methods to obtain extensive quantitative experimental results and proposed a system of ordinary differential equations that summarized and organized these data. Since then, their experimental methods have been extended and adapted to the study of other electrically active cells. Also, numerous mathematical studies of the Hodgkin-Huxley equations have been made. The results, experimental and mathematical, are scattered through the literature in research papers, and the first purpose of this book is to provide an organized account of some of these results. This account is intended to be accessible to mathematicians with little or no background in physiology. In Chapter 2, a fairly detailed account is given of the experimental results of Hodgkin and Huxley, and similar detail is provided for the derivation of the Hodgkin-Huxley equations. It is not necessary to study the experimental results or the derivation of the equations in order to understand the equations themselves, which are a four-dimensional system of autonomous differential equations containing messy nonlinear functions. (The functions are, however, quite well-behaved: They are, indeed, real analytic functions, and the usual existence theorems can be applied to the differential equations.) It is tempting to the mathematician to disregard the derivation of the equations and plunge ahead, instead, to the mathematical analysis of the equations, a familiar activity made additionally attractive, in this case, by the fact that the equations model an important system in the "real" world. There are, however, several reasons why this is an ill-advised procedure. First and perhaps foremost is

Preface

viii

that, without a knowledge of how the equations are derived, one has no understanding of the status of the various terms in the equations. There is a tendency to regard the equations as "written in stone" or as axioms, and to proceed from there. This viewpoint is often valuable in pure mathematics, but it is worse than useless in this part of applied mathematics. For this study, one needs to understand in what ways the equations are accurate descriptions and in what ways the equations represent rough descriptions of the physiological system. This kind of understanding can only be gained from some knowledge of how the equations are derived. Second, a knowledge of where the equations come from is essential in judging what mathematical problems to undertake in studying the equations. Without the guidance of that knowledge, the mathematician can easily drift into attractive mathematical problems that have no physiological significance. Finally, the great depth and ingenuity of the methods used by Hodgkin and Huxley in deriving their equations makes the study of the derivation a genuine intellectual adventure. It would be regrettable to miss it. In the latter part of Chapter 2, we discuss some of the physiological phenomena that have been studied mathematically, and in Chapter 3 we describe some other models of nerve conduction, most of which were inspired by or are modifications of the Hodgkin-Huxley equations. In Chapter 4, we describe some of the other models of electrically active cells that have been derived by modifications of and extensions of the methods of Hodgkin and Huxley. These descriptions are brief and incomplete. They are intended mainly to give the reader some idea of the models that exist and their status. In a later chapter, we will be particularly concerned with models of the cardiac Purkinje fiber. The second objective of this book is to summarize the theory of ordinary differential equations that is used or may later be used in the study of these mathematical models. This summary (in Chapter 5) brings the mathematician to the research level in certain aspects of the theory and also indicates to the interested biologist the kinds of mathematics that may be useful in such studies. Our description of the mathematics is only a summary and omits all proofs and most examples.

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We have a second purpose in Chapter 5: to emphasize a particular direction for study, that is, to emphasize the application of singular perturbation theory. The use of singular perturbation theory in nerve conduction models is certainly not new. Indeed, one of the first mathematical analyses of the Hodgkin-Huxley equations (actually a study of a simplified version of the Hodgkin-Huxley equations), made by FitzHugh in 1960, is a singular perturbation study in all but name. In the years since 1960, singular perturbation theory has been used in research papers, but it has not been used as systematically or as extensively as it could have been. Later in Chapter 6, we discuss explicitly the numerous reasons, both physiological and mathematical, for using the singular perturbation viewpoint. Our summary of the mathematics includes a detailed description of those results from singular perturbation theory that are clearly useful for the study of mathematical models of electrically active cells. Our account of the mathematics to be used may seem disappointing for several reasons. To the physiologist, there may seem an undue emphasis on existence theorems and qualitative theory and not enough discussion of how to find explicit solutions. The answer to this may seem equally disappointing. Chapter 5 is intended as an account of the existing mathematics that seems to be useful in studying these mathematical models. The theory is by no means complete; much work of a purely mathematical nature remains to be done. The next disappointment concerns the almost exclusive emphasis on ordinary differential equations. Partial differential equations play an important role in the study of nerve conduction. The most spectacular success of the mathematical work of Hodgkin and Huxley was the prediction of the speed of the nerve impulse, and that was obtained by analysis of a system of partial differential equations. However, it is by no means certain that the technique used by Hodgkin and Huxley to derive a system of partial differential equations is valid for other mathematical models of electrically active cells. The structure of other cells is more complicated than the cylindrical structure of the nerve axon, and this fact alone may preclude the derivation of similar partial differential equations for other cells. Second, as stated before, there are cogent reasons for

Preface

x

making more extensive use of singular perturbation methods. If it turns out that the singular perturbation viewpoint is valuable in the study of the models that are ordinary differential equations, then this would suggest that singular perturbation techniques should also be used in the study of the partial differential equations. Thus, it seems reasonable to postpone study of the partial differential equations until more definite knowledge of how to approach the ordinary differential equations has been obtained. In Chapter 6, we discuss the application of the methods, especially the singular perturbation theory described in Chapter 5, to the models of the electrically active cells derived in the earlier chapters. We give a detailed analysis of the FitzHugh-Nagumo equations, indicate the analysis that could be undertaken for the Hodgkin-Huxley equations, and discuss in some detail the analysis of the Noble model for the cardiac Purkinje fiber. Although there is a logical order to the chapters in this book, certain sections are independent of one another. The reader with a serious interest in the subject can reasonably afford to omit parts of Chapters 3 and 4 on a first reading. How much of Chapter 5 needs to be read depends on the reader's mathematical background. (Remember that the singular perturbation theory described in Chapter 5 is applied in Chapter 6.) A mathematician who is simply interested in seeing the applications of mathematics in nerve conduction might read Chapters 1 and 2 (despite the earlier stern injunctions, not every detail of the derivation of the Hodgkin-Huxley equations needs to be studied), the treatment of the FitzHugh-Nagumo equations in Chapter 3, the section in Chapter 5 on singular perturbation theory, and the discussion of the FitzHugh-Nagumo equations and the Hodgkin-Huxley equations in Chapter 6. A physiologist who is already acquainted with mathematical models of electrically active cells might omit most of the first four chapters and simply read Chapters 5 and 6. In writing this book, I have received essential help from many people. I am especially indebted to Mark Kramer, who carried out the original calculations for Table 6.2, and to the students whose interest made possible the classes in which much of this material was developed. I am grateful to Dean John Yolton of Rutgers

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xi

College, who gave me the opportunity to present part of this work in undergraduate honors courses. Also, I wish to thank Carol Rusnak, who typed several versions of this book with unfailing good humor and patience. I am happy to acknowledge support by the National Science Foundation Visiting Professorships for Women Program at the Courant Institute of New York University during 1984-85. Finally, I am indebted to the staff at Cambridge University Press, especially Peter-John Leone, for thorough editing that did much to improve this book. Jane Cronin

Introduction

The work of Hodgkin and Huxley on nerve conduction has long been recognized as an outstanding scientific achievement. Their papers were published in 1952 [Hodgkin and Huxley (1952a, b,c,d)] and they received a Nobel prize in physiology for their research in 1961. Hodgkin and Huxley's work was at once a triumphant culmination of many years of theoretical and experimental work by research physiologists and a pioneering effort that set the direction and defined the goals for much of the ensuing research in biophysics. The purpose of this book is, first, to provide an introductory description of the work of Hodgkin and Huxley and the later work that is based on the techniques that they introduced. Our main emphasis is on the theoretical aspect of the Hodgkin-Huxley work, that is, the derivation and analysis of their mathematical models (nonlinear ordinary and partial differential equations); the second purpose of this book is to describe some of the mathematics that is used to study these differential equations. The hope is that this book will indicate to some biologists the importance of the mathematical approach and will serve as an introduction for mathematicians to the mathematical problems in the field. However, this discussion is bound to be unsatisfactory to many readers. The biologists will find the description of the physiology simplistic, crude, if not actually misleading, and they may also be dubious about the value of conclusions that can be drawn from the mathematical analysis. Mathematicians who are accustomed to the precision and stability of physics and engineering, will find the inherent uncertainty of the parameters in the models dismaying, if not disagreeable. Also, despite some very successful analysis, the mathematical problems raised by these models remain largely unsolved.

Introduction

2

Nevertheless, this discussion is useful because it emphasizes certain questions that must be resolved in the mathematical study of biological problems. The reply to the biologist who doubts the value of mathematical techniques is that those doubts may possibly be well founded. However, it is also true that mathematical results have shed significant light on certain questions in biology. The important activity should consist not in expressing doubts, but in advancing the study of the mathematical models to the point where it can be shown clearly that they are or are not an important aspect of biological study. To the mathematician who finds the problems difficult or unattractive esthetically, the reply is even simpler. These problems are here, and criticizing their origin or aesthetic value will not make them go away. We shall assume that the reader is familiar with basic concepts from electricity, that is, potential, current, resistance, the units in which these are measured, and Ohm's law. Since capacitance is a somewhat less elementary electrical notion and because capacitance plays a very important role in the derivation of the Hodgkin-Huxley equations, a definition and elementary discussion of capacitance have been included in the short Appendix at the end of this book. The problem of how a nerve impulse travels along an axon has a long and interesting history. A brief summary of this history and a number of references may be found in Scott (1975). Here we shall merely point out a couple of the results that made the work of Hodgkin and Huxley possible. The membrane that surrounds the axon had been discovered and its capacitance measured by Fricke (1923). Cole (1949) had pointed out that the important quantity to be measured was the potential difference across the membrane. Equally important was the discovery by Young (1936) of the squid giant axon. The unusually large diameter of this axon (about 0.5 mm) made experimental work possible. The work of Hodgkin and Huxley, which was a study of how a nerve impulse travels along the squid giant axon, consisted of two parts. The first was the development and application of an experimental technique called the voltage-clamp method, which was invented by Cole. By using the voltage-clamp method, Hodgkin and Huxley obtained extensive quantitative data concerning the

Introduction

3

electrical properties and activities of the axon. The second part of their work consisted in deriving a mathematical model (a fourdimensional system of nonlinear ordinary differential equations) that summarized the quantitative experimental data. They then carried out a numerical analysis of the differential equations. As will be described later, that numerical analysis showed that the differential equations were remarkably successful in predicting a wide variety of experimental results. The work of Hodgkin and Huxley had the additional importance that it set a direction for experimental and theoretical study of other electrically active cells, that is, cells whose electrical properties change during the normal functioning of the cells. Voltageclamp methods have been developed for the study of myelinated nerve fiber (the squid axon has a particularly simple structure and is termed an unmyelinated axon), striated muscle fiber, and two kinds of cardiac fiber. For each of these, a mathematical model has been derived by using basically the same approach as that used by Hodgkin and Huxley in their study of the squid axon. The mathematical analysis of the Hodgkin-Huxley equations and the analogous models for other electrically active cells consists of two different parts. The first part is numerical analysis, that is, computation of approximate solutions of the differential equations. Hodgkin and Huxley themselves carried out extensive numerical analysis in their original papers and obtained the most outstanding result of the theory: the prediction of the velocity of the nerve impulse. However, as we shall see in Chapter 2, the equations can be used to predict or describe many other experimental phenomena. Many other numerical analyses of the Hodgkin-Huxley equations have since been made, and numerical analyses, have, until now, been the most useful results for physiologists. There are, however, two serious drawbacks to numerical analysis. First, although numerical analysis can yield much useful information (as in the example of the velocity of the nerve impulse), there are many important questions that cannot be approached by use of numerical analysis. Numerical analysis cannot yield an explanation of how the potential V and the sodium and potassium currents are related. As will later be shown, the simplest and crudest qualitative

Introduction

4

analysis yields far more information of this kind. Second, numerical analysis requires the assignment of strict numerical values to the parameters that occur in the differential equations. As we shall see later, the values of the parameters, indeed the very form of certain of the functions, are not known with much accuracy. Consequently, it is important to study mathematically some class or family of equations to which the Hodgkin-Huxley equations belong, as well as to study the equations themselves. In Chapter 2 the work of Hodgkin and Huxley is described in some detail: first the experimental work and then the derivation of the equations. It is important to see a fairly detailed description of the experimental results and their interpretation even for a reader whose primary interest is the mathematical analysis of the equations. Only a knowledge of the origin of the equations makes clear the status of the equations and the significance to physiologists of various mathematical problems concerning the equations. Chapter 2 also summarizes some of the numerical analysis that was carried out by Hodgkin and Huxley. Some of this analysis was carried out on the equatons. However, Hodgkin and Huxley also derived from this original system a system of nonlinear partial differential equations (which we will term the full Hodgkin-Huxley equations) and they carried out a numerical analysis to find traveling wave solutions of the partial differential equations. It was this analysis that yielded the prediction of the velocity of the nerve impulse. In Chapter 3 we describe some other mathematical models of nerve conduction including various simplifications and modifications of the Hodgkin-Huxley equations. Chapter 4 describes some mathematical models of other electrically active cells that were obtained by using the basic techniques and ideas introduced by Hodgkin and Huxley. In Chapter 5 we turn to the problem of analyzing mathematically the models that have been described. This analysis requires two quite distinct kinds of mathematics. First, we need material from the subject of ordinary differential equations including the theory of singularly perturbed equations. This material is summarized in Chapter 5. In order to study the full Hodgkin-Huxley equations, considerable material from partial differential equations, in particular the theory of reaction-diffusion equations, is needed.

Introduction

5

Rather than attempting to present this material, we have merely described it very briefly and cited a few references. There are several reasons for emphasizing the study of the ordinary differential equations and postponing a detailed study of the partial differential equations. First, the two kinds of theory are essentially independent of one another and represent two quite different subjects. Second, the ordinary differential equations are derived directly from the experimental data and hence are closer to the real world of physiology. [Very good results are obtained from studying the full Hodgkin-Huxley equations, but it is questionable whether the corresponding partial differential equations for other electrically active cells are realistic. See McAllister, Noble, and Tsien (1975), page 4.] Finally, it seems practical to deal with the ordinary differential equations in some detail first because this will help guide future work on the partial differential equations. For example, in Chapter 6 we shall discuss the reasons why it seems strategic to regard our models as singularly perturbed systems. Moreover, by using the singularly perturbed viewpoint we will obtain useful and enlightening information about how the electrically active cells behave. If more extensive research continues to show that the singularly perturbed viewpoint is valid and informative, then it will follow that the corresponding partial differential equations should be regarded as singularly perturbed systems. But that would suggest the use of very specific theory of singularly perturbed partial differential equations rather than general reaction-diffusion theory. Thus, to some extent, the study of the partial differential equations awaits the resolution of questions concerning the ordinary differential equations. In Chapter 6 we use the theory from Chapter 5 to study the models derived earlier. In particular, we make a detailed study of the Noble model of the cardiac Purkinje fiber. Also we summarize very briefly some of the work on traveling waves in nerve conduction, that is, traveling wave solutions of the full Hodgkin-Huxley equations.

Nerve conduction: The work of Hodgkin and Huxley

2.1

The physiological problem

We start by describing in some detail the physiological problem to be studied. An impulse that, say, carries a command from the brain to a muscle travels along a sequence of neurons that can be portrayed roughly as in the sketch in Fig. 2.1. When the impulse arrives at the dendrites on the left-hand side of the neuron, the stimuli given the dendrites are integrated at the cell body to form a nerve impulse. The nerve impulse travels along the axon to the branches of axons on the right-hand side of the neuron. The impulse then jumps to another set of dendrites and the process just described is repeated. Neurons vary considerably in size. The sciatic nerve of the giraffe contains an axon that may be several meters in length; many other axons are much shorter. The diameter of the squid axon, which has been the subject of many experimental studies, is ~ 0.5 mm but it can be as much as 1 mm. Its length is several centimeters. The process by which an impulse travels along a sequence of neurons is quite complicated. For example, when the impulse jumps from one set of dendrites to another, both chemical and electrical processes, which are not well understood even today, play an important role. The subject of Hodgkin and Huxley's work is the process by which the impulse travels along the axon in the giant axon of the squid. The reason that Hodgkin and Huxley studied the squid axon is that its diameter is unusually large and consequently makes experimental work possible. (The discovery of the squid giant axon by Young in 1936 was an important step in the development of cell electrophysiology because it made a whole new direction of experimentation possible. We note that the term "giant" axon is a relative one: It refers simply to the fact that the diameter

2.1 The physiological problem SKETCH OF NEURON

r^,™,,.™ DENDRITES

CELL BODY /

DENDRITES

INPUT

Figure 2.1. of the axon is generally ~ 0.5 mm, a much larger diameter than that of most axons.) Restricting the investigation to the question of how an impulse travels along an axon may seem to be a very narrow problem. In actuality, it is a wide and important problem. As we shall see later, the processes by which an impulse travels along an axon are complicated and still not very well understood; thus the problem is certainly deep. The techniques introduced by Hodgkin and Huxley, both experimental and mathematical, have been adapted and extended so that they can be used to study other quite different electrically active cells. Among these are myelinated axons, striated muscle fibers, and cardiac fibers. All of these will be described later. Finally, in the study of the squid axon, the membrane covering the axon plays a very important role in the electrical processes. Any progress made in the study of how the nerve impulse travels along the axon is necessarily progress in the study of membrane biophysics. Thus the work of Hodgkin and Huxley is both broad and profound. In this work the axon will be regarded as having the shape of a cylinder (this is a significant simplification). The axon consists of homogeneous aqueous matter called axoplasm, and the axoplasm is surrounded by a thin membrane (< 100 A thick) [A (angstrom) = m/10 10 = mm/10 7 ]. The membrane is composed of two types of macromolecules: protein and lipid (fat). We assume that the squid axon has this simple uniform structure: a cylinder of axoplasm surrounded by a thin membrane of uniform thickness. However, in vertebrates, except for the smallest axons, the structure is more complicated. The axon is myelinated, that is, the axon is sur-

Nerve conduction

8

rounded by a sheath of fatty material called myelin. This sheath of myelin is interrupted at intervals of about 1 mm by short gaps called nodes of Ranvier. In these short gaps, the axon consists of axoplasm surrounded by the thin membrane previously described. The simpler axon structure, of which the squid axon is an example, is called an unmyelinated axon. Later, it will be shown that the methods of Hodgkin and Huxley, which were developed for the study of an unmyelinated axon (i.e., the squid axon), can be adapted to the study of a myelinated axon. Although we will not be concerned further with the subject until some time later, we point out here that the speed with which a nerve impulse travels along the axon depends on the diameter of the axon and on whether the axon is myelinated. If the axon is unmyelinated then as the diameter of the axon increases, the velocity of the impulse increases. Indeed, the giant axon of the squid transmits "escape signals," and thus there is good reason for rapid transmission and hence for an axon of large diameter. But there are practical limitations on the diameter of the axon; in vertebrates, the fast transmission of nerve impulses has been obtained by a different evolutionary development. It turns out that if the axon is myelinated, the transmission of the nerve impulse is much faster even if the diameter of the axon remains small. For a quantitative description and analysis of how the speed of the nerve impulse depends on the diameter of the axon and whether the axon is myelinated, see Chapter 4 and Scott (1975, p. 516). Now we give a brief description of some of the history of this problem so that we can indicate the status of the problem when Hodgkin and Huxley began to work on it. Experimental studies of this physiological problem had been carried on for a long time. By the end of the eighteenth century, it had been established that nerves could be stimulated by an electric shock and in 1850, Helmholtz measured the signal velocity on a frog's sciatic nerve. This work suggested that the basic problem of nerve conduction is electrical in nature and one might conjecture that the axon is a fairly effective biological substitute for an everyday conductor of electricity like copper or silver wire. That is, one might conjecture that nerve conduction consists of an electric current. There are two cogent arguments against this idea. First, the Helmholtz experi-

2.1 The physiological problem

9

ment in 1850 showed that the signal velocity is fairly slow (27 m/s) compared to the speed of electric current in a wire, which is the speed of light. Second, although the interior of the nerve fiber contains ions and is a fairly good conductor of electricity, the diameter of the fiber is so small that the resistance per unit length of a nerve fiber of average diameter is ~ 1010 fl/cm. This is an enormous resistance. It means that the electrical resistance of a nerve fiber of length 1 m is about that of 1010 miles of 22 gauge copper wire. (Copper wire, gauge 22, has a diameter of 0.7112 mm and 1010 miles is about 10 times the distance between Earth and the planet Saturn.) By Ohm's law, we have (potential) = (current) (resistance). If a nonnegligible current were to be produced with such a large resistance, a huge potential would be necessary. Because such potentials certainly do not occur in animals, this suggests that the nerve impulse is not carried directly by an electric current but is in some way reinforced as it travels along the nerve fiber. One of our objectives is to find out how this process occurs. The objective of the work of Hodgkin and Huxley was to explain not only the reinforcing process, but also the many phenomena observed in experiments conducted by physiologists over a long period of time. Summarizing the salient features of these experiments is our next step. When the giant axon is in the living squid, there is a potential difference across the membrane surface, and this potential difference remains practically unchanged if the axon is carefully removed from the squid. The isolated axon "survives" for many hours after removal from the body of the squid in the sense that its electrical properties remain about the same. As a result, it is possible to study the isolated axon experimentally. The crucial experimental observations concern how the potential difference across the membrane, called the membrane potential, changes if the nerve is stimulated, and our summary consists essentially in describing the types of changes in membrane potential that occur. If the axon is not subject to stimulation, the inside of the axon is 50 to 70 mV (millivolts) less than the outside. Today the usual sign convention is to denote this by — 50 to - 70 mV (i.e., inside minus

Nerve conduction

10

outside). Hence we say that if the axon is at rest (not subject to stimulus) the membrane potential is — 50 to — 70 mV. This value for the membrane potential is called the resting potential. As long as the axon is not stimulated, the resting potential remains fairly constant. In this chapter, we will regard it as a strict constant. Later, we shall see that a more realistic view requires the introduction of an element of randomness in the description of the resting potential. Clearly a question of basic importance is that of how the resting potential is maintained. We will deal with this question a little later. Now suppose that a stimulus in the form of a brief current pulse consisting of a flow of positive ions and < 1 ms in duration is applied to the axon by an electrode inserted into the interior of the axon. The resulting change in the membrane potential depends on the amplitude of the stimulus in the following way. If the stimulus is very weak, there is a temporary positive change in the membrane potential that is proportional to the amplitude of the stimulus, which dies away in - 1 ms and which affects the membrane potential only very near the point where the membrane is touched by the electrode providing the stimulus. The response is said to be passive and local. If the amplitude of the stimulus is increased, the membrane potential begins to increase faster than the stimulus amplitude (i.e., it is no longer simply proportional to the stimulus amplitude), but the change in membrane potential does not exceed 4-10 mV. The response is said to be active and local. If the amplitude of the stimulus is large enough so that the membrane potential is raised above a critical value called the threshold, 40 mV, then the membrane potential increases abruptly to form a roughly triangular solitary wave ~ + 30 mV in amplitude and lasting ~ 1 ms. (This interval depends on the temperature.) This curve is called an action potential Although it arises locally, it splits immediately into two separate waves that travel away from the stimulating electrode in opposite directions along the fiber at a constant conduction velocity. The action potential, once it starts traveling, can be recorded along the nerve fiber as it passes, but there is no way to deduce from the record alone where the action potential originated or the amplitude of the

2.1 The physiological problem

11

stimulus that produced it. The fact that only the presence or absence of the traveling wave can be recorded is called the all-ornothing law in physiology. [It is interesting to note that an all-ornone mode of conduction is an efficient way to avoid certain interference and disturbance; see Hodgkin (1971, p. 16).] Following a first stimulus that produces an action potential there is a time interval of about 1 ms called the absolute refractory period during which no stimulus, however strong, can produce an action potential. After the absolute refractory period there is a relative refractory period during which an action potential can be evoked but only by a stimulus of larger amplitude than the usual threshold value. During the relative refractory, the required larger amplitude gradually decreases to the usual threshold value. As we shall soon see, the refractory period plays a crucially important role in the propagation of the action potential. If the amplitude of the first stimulus is below the threshold value, no action potential is produced, but response to a second stimulus is affected for an interval afterward. First there is an enhanced phase - 1-2 ms during which the threshold is lower than the usual value. Thus the effects of two stimuli, applied close enough together in time, combine, and the closer together they are, the more effective. After the enhanced phase, there is a depressed phase of indefinite duration during which the threshold to the second stimulus is greater than the usual threshold. If the stimulus is a very long current pulse (say 0.5 s), more than one action potential may result. Depending on the amplitude of the stimulus, there may be as many as four or five action potentials in an interval as short as 100 ms. (Such a group of action potentials is sometimes called a burst.) The action potential amplitudes decrease somewhat during the burst. The results that have just been described are obtained from many difficult and delicate experiments. In order to measure the membrane potential, a microelectrode must be introduced into the nerve without disturbing or "killing" it, and then very small potentials must be measured. The preceding brief description roughly summarizes a huge amount of hard work. [For an indication of some of the difficulties in this work, see the amusing description given by FitzHugh (1969, p. 70).]

Nerve conduction 2.2

12

A brief summary of Hodgkin and Huxley's conclusions

The purpose of the work of Hodgkin and Huxley was to obtain a physical explanation of the processes that produce the experimentally observed phenomena that have been described. Their results are a sharply quantitative description of currents that flow across the membrane surrounding the axon and an explanation of how these currents produce the experimental results previously described. Before starting a detailed description of the work of Hodgkin and Huxley we will give a crude brief summary in words of the explanation proposed by Hodgkin and Huxley. This loosely written summary will serve as a guide in the later more detailed account of Hodgkin and Huxley's work. Hodgkin and Huxley's explanation is largely based on a description of varying currents of sodium and potassium ions across the membrane that surrounds the axon, and our brief summary will be concerned exclusively with these currents. Suppose first that the nerve fiber is in its natural environment, that is, intercellular fluid that has a concentration of sodium (Na) ions and chloride (Cl) ions about equal to that of sea water, and suppose that the nerve fiber is not subject to any stimulus. It is known that the concentration of Na ions outside the axon is about 10 times the concentration of Na ions inside the axon and that the concentration of potassium (K) ions inside the axon is about 5 times the concentration of K ions outside the axon. The difference in concentration across the membrane produces a chemical driving force on the ion that is equivalent to an electromotive force or potential difference equal to RT

Cx

t

()

C{ and Co are the ionic concentrations inside and outside the axon, respectively, R is the gas constant, which has the value 8.31432 X 107 erg/°C (i.e., degree Centigrade) per mole, T is the absolute temperature, and F is the Faraday number which is the product of Avogadro's number and the charge on one electron [i.e., F= 96,500 C (coulombs)]. Expression (2.1) is called the Nernst formula. For a discussion of its derivation, see the article by Schwartz in Adelman

2.2 A brief summary

13

(1971). Thus, the electromotive force acting on the Na ions is RT

ln(10" 1 )=

RT In 10= - 5 5 mV

and the electromotive force acting on the K ions is RT ln5 = 75mV. The signs of these electromotive forces are chosen so as to be consistent with the convention chosen earlier in the description of the resting potential. According to that convention, a positive electromotive force (emf) is an emf that "pushes" positive ions (electrons) in the direction across the membrane from the inside (outside) toward the outside (inside) of the axon. Similarly, a negative emf "pushes" positive ions from the outside toward the inside of the axon. Besides the chemical driving force on the Na and K ions, there is also the force of the resting potential, which, as mentioned earlier, has the value —70 mV. We postpone the question of how the resting potential is maintained until after further discussion of the currents of Na and K ions. For the present we concentrate on the question of how ionic currents are produced by the resting potential and the emfs that act on Na and K ions. First, the emf equivalent to the chemical driving force acting on K ions is 75 mV, which is slightly larger than the absolute value of the resting potential and is opposite in sign from the resting potential. Hence if the membrane is permeable to K ions, i.e., allows K ions to pass through it, then we would expect that there would be either no flow or a small outward flow of K ions. This is, in fact, what occurs. On the other hand, the emf acting on the Na ions is — 55 mV, which has the same sign as the resting potential. Thus the total emf acting to push Na ions across the membrane from the outside toward the inside of the axon is - 55 - 70 = -125 mV. Hence we would expect (if the membrane were permeable to Na ions) that when the nerve fiber is in its natural environment and not subject to stimulus, there would be a significant inward current

Nerve conduction

14

of Na ions. Now, in fact, there is no such inward flow of Na ions; so we conclude that the membrane is impermeable to Na ions under the conditions described. It turns out that the permeability of the membrane to Na and K ions is dependent on the potential difference across the membrane. As we shall now see, this fact is of crucial importance in explaining how an impulse travels along the nerve axon. That is, we will now describe the ionic currents that take place when some stimulus is applied to the axon so that the potential difference across the membrane is changed. If the membrane potential is made more negative (this is called hyperpolarization), the membrane permeability to ionic currents remains unchanged. Hence, there is only a very small outward flow of K ions (or none) and no flow of Na ions. However, if the membrane potential is increased (this is called depolarization) to a certain critical potential, the threshold potential (about - 4 0 mV), the permeability of the membrane to Na ions increases, Na ions enter the nerve fiber at an increasing rate, and the membrane potential moves rapidly toward the equilibrium potential of the Na ion, that is, the potential that just balances the equivalent emf produced by the chemical driving force acting on the Na ions. As our earlier discussion showed, this value is 55 mV. Depolarization also causes an increase in the conductance of the membrane to K ions, although this increase is somewhat slower than the increase of conductance of Na ions. The threshold is the membrane potential at which the inward Na ion current just balances the outward K current. For a subthreshold depolarization, the outward K current is larger than the inward Na current and the membrane potential returns to the resting potential. For a superthreshold depolarization, the inward Na current exceeds the outward K current and continues to increase until the membrane potential reaches the equilibrium potential of the Na. As the equilibrium potential of the Na ion is reached, the permeability of the membrane to Na ions decreases fairly rapidly, but the permeability to K decreases much more slowly. Since the K current is an outward ionic current, the membrane potential then returns to the resting potential. (It should be emphasized that the description that has just been given is very rough. Neither the magnitude nor the timing of the events are

2.2 A brief summary

15

indicated precisely. Later we will consider experimental data and the mathematical model that summarize the data. These will provide us with a more precise description.) Meanwhile, the action potential is propagated along the nerve fiber because points on the fiber near the point under observation have their membrane potentials depolarized to the threshold value. It is important to observe the crucial role that the refractory period plays at this stage. If the action potential has reached a certain point, then nearby points to which the action potential has not yet arrived (say points on the right in the accompanying diagram) will be depolarized to threshold value. But nearby points through which the action potential has just passed will be in the refractory period and hence will not be depolarized to threshold value. Thus the action potential is propagated unilaterally, which is the desired objective. -> direction of propagation nearby points in refractory period

nearby points not in refractory period

The net result of the formation of the action potential is that the nerve fiber gains some Na ions and loses some K ions. In the formation of a single action potential, these gains and losses are very small. However, they are cumulative and it is natural to look for some process that serves to offset them. Physiological studies suggest that there are mechanisms driven by metabolic energy that pump out Na ions and pump in K ions. For a brief description of these pumps, see Luria (1975, pp. 334-335). However, there are experimental anomalies that cannot be explained by such mechanisms [see Beall (1981, p. 8)]. Now we return to the question of how the resting potential is maintained. When the membrane is at rest (i.e., not subject to any stimulus), it is highly permeable to K ions, that is, K ions flow through the membrane easily, but the membrane is only slightly permeable to Na ions. Because the concentration of K is much higher inside the axon than outside and because the K ions flow easily through the membrane, there is a leakage of K ions from the inside to the outside of the axon. Thus, the inside of the axon becomes electrically negative with respect to the outside. That is,

Nerve conduction

16

an electrical field is set up that tends to push positively charged particles from the outside to the inside. The outward flow of K ions continues until this electrical field becomes strong enough to balance the chemical driving force that acts on the K potassium ions and that is equivalent to the electromotive force given by the Nernst formula. The potential to which the electric field gives rise is the resting potential. 2.3 2.3.1

The work of Hodgkin and Huxley The experimental results

So far we have stated the physiological problem that Hodgkin and Huxley worked on and we have described briefly and loosely the qualitative aspect of Hodgkin and Huxley's solution of the problem. Now we must go back and describe in detail how Hodgkin and Huxley arrived at their answer to the problem. If we compare the study of nerve conduction to a murder mystery, we might say that we have presented the first and last chapters of the story. We know that "the butler did it", but now we must go through the painstaking reasoning by which Hercule Poirot arrived at the identity of the murderer. We want also to obtain the quantitative version of the answer. That is, we want to replace statements such as, "this increase [of conductance of potassium ions] is somewhat slower than the increase of conductance of sodium ions," with precise quantitative statements. Our analysis consists of two parts. First we describe the experimental results and the analysis of these results. Next, on the basis of these results, we derive the Hodgkin-Huxley differential equations that can be regarded as a quantitative summary of the experimental data. The loose description of Hodgkin and Huxley's conclusions that we have already given suggests the nature of the experiments that they carried out. It seems reasonable to assume that Hodgkin and Huxley decided somehow that Na ion current and K ion current played an important role in the formation of the action potential. Then they measured the time-varying flows of Na and K current at a fixed point on the surface of the axon as an action potential passed by. In theory, this might be a good approach to use. In fact, it is not possible to develop techniques for directly measuring the

2.3 The work of Hodgkin and Huxley

17

flows of different ionic currents. Consequently, indirect approaches must be used and often considerable ingenuity and effort is required in order to interpret the experimental data. Moreover, in order to interpret the data, it is frequently necessary to make certain assumptions. These assumptions are justified later in the sense that the conclusions based on them agree with experimental results and can be used to predict other results. (We will presently see examples of these assumptions and their justifications.) It is crucially important to have a clear picture of this structure of experimental data, interpretation of the data, and the assumptions upon which the interpretation rests because this structure is the foundation of the mathematical model and is a measure of the status of the model. A good judgment of what is a sensible mathematical problem upon which to work must be based in part on a understanding and knowledge of the status of the mathematical model (the Hodgkin-Huxley equations). It is for this reason that we will describe the experimental results in more detail than may at first seem necessary in a discussion of the mathematics of nerve conduction. We will describe in some detail the experiments in the first two papers in the series on nerve conduction, that is, Hodgkin, Huxley, and Katz (1952) and Hodgkin and Huxley (1952a). In the paper by Hodgkin, Huxley, and Katz (hereafter to be referred to as HHK) there are two sets of experiments. The first experiments are those in which a brief stimulus is applied to the nerve. (Experiments of this kind have already been discussed Section 2.1.) Experiments of this type had been performed in earlier work, but it was necessary to carry them out at the start of the study in order to establish that the axons studied were capable of giving action potentials [see HHK (1952, p. 433)]. Although we will describe the results of the experiments in some detail, we will indicate the experimental procedure only briefly. There are several reasons for this omission. Most important is the fact that it is not immediately relevant to our goal. Second, the electrical circuitry used is fairly complicated [see HHK (1952, p. 430) for a diagram of the feedback amplifier used to maintain the membrane potential at a fixed value]. Finally, this circuitry is now completely outdated (radio tubes, i.e., " valves" in the terminology

Nerve conduction

18

used by Hodgkin and Huxley, have long since been replaced in electrical circuits by transistors). The brief treatment of experimental procedure is misleading in one important respect. The reader may fail to realize the hardships and complications that are encountered in carrying out these experiments. It is worthwhile to read the description of the experimental procedure given by HHK (1952, pp. 426^32) just to get an idea of the pitfalls and difficulties that beset the experimenter. Before proceeding to the description of the experiments, we make one remark concerning quantitative biological data. The "constants" that occur in biological data are not constant values in the same sense as constants in physics, such as the gravitational constant. For example, we have already introduced the concept of resting potential and used as its value - 70 mV. In fact, the value of the resting potential varies from axon to axon and is also dependent on the condition of the axon. Indeed, as we will see later, the resting potential is more accurately represented by inclusion of a stochastic term and this fact may be important in certain analyses. The point to be emphasized here is that measurements vary from experiment to experiment and, moreover, we must expect this to occur. In the first set of experiments described in HHK, a fine silver wire electrode is inserted into the axon, a brief pulse of current or shock is applied to the electrode, and the changes in the membrane potential are recorded. (Remember that the preceding sentence is a simplistic description of the experiment!) Note that in this experiment, the quantities considered are uniform along the length of the axon. That is, the charge is uniformly distributed along the electrode and the potential difference across the membrane is the same at all points along the axon. Such an experiment is sometimes called a space-clamp experiment. Note also that the events that occur during a space-clamp experiment are artificial. That is, such events do not occur in the normal functioning of the axon. In a space-clamp experiment, the membrane potential has, at any given time, the same value of all points on the axon. As time elapses, the membrane potential changes, but it is constant along the axon. More precisely, the membrane potential is a function of time but is independent of

2.3 The work of Hodgkin and Huxley

19

position on the axon. By contrast, in the normal functioning of the axon, the membrane potential has the same value, the resting value, all along the axon when the axon is not subject to any stimulus, but if the axon is stimulated, say by a pulse of current, then the membrane potential changes significantly near the point where the stimulus is applied. If the stimulus is large enough, an action potential travels along the axon. In these circumstances, the membrane potential at a given time, regarded as a function of position along the axon, is certainly not a constant function. The magnitude and duration of current pulse in the experiment just described are measured and consequently the total electric charge in the shock can be measured. Measurement of the membrane potential shows that the initial change in the membrane potential is proportional to the total electric charge in the shock. The proportionality constant thus computed is the capacitance per unit area of the membrane. This capacitance, which has the value of - 0.9 ju,F/cm2, plays an important role in the later analysis as we shall see. The changes that take place in the membrane potential following application of a shock are indicated for some typical cases in Fig. 2.2, where the membrane potential is graphed against time. The graphs obtained depend both quantitatively and qualitatively on the magnitude and sign of the shock. Let us consider first the case in which the shock consists of a surge of electrons into the electrode. Then the membrane potential, measured in accordance with the previously described convention first decreases (this is called hyperpolarization) and then as time passes, increases monotonically to the resting value. Only two graphs of this kind are sketched (graphs of membrane potentials that were reduced from the resting value by - 5 and - 3 9 mV). However, the behavior of the membrane potential in these two cases is typical of experiments in which hyperpolarization occurs. Now consider the case in which the shock consists of a surge of electrons away from the electrode (a surge of positively charged particles into the electrode). Then the membrane potential increases (this is called depolarization) and the graph of the membrane potential as a function of time depends very strongly on the magnitude of the shock. If the depolarization is less than 15 mV,

20

Nerve conduction

30

1

120 I2C mV

j

1

120 120 mV

j Figure 2.2. Time course of the membrane potential following a short shock at 6°C. Depolarization shown upward. Numbers attached to curves give the strength of the shock in m/x coulomb/cm2. the membrane potential returns monotonically to the resting potential, that is, there is a subthreshold response. (No graph of this is shown in Fig. 2.2) If the depolarization is more than 12 or 15 mV, then, as the graph suggests, an action potential occurs. Notice that if the depolarization is between 12 and 15 mV, then a state of unstable equilibrium occurs and the graph shows that it may last for some time before an action potential is produced or there is a subthreshold response. It should be pointed out at this stage that the sign convention used by Hodgkin and Huxley in measuring the membrane potential is exactly the opposite in sign from the convention used today and previously described. Consequently in Hodgkin and Huxley's convention the membrane potential increases with hyperpolarization and decreases with depolarization. However, the graphs in Fig. 2.2, which are taken from HHK, represent depolarization as an increase and hyperpolarization as a decrease. That is, for these graphs, HHK departed from their own convention. In doing so, they used a convention that coincides with the standard convention today. The shocks that are applied in the experiments just described have duration of about 8 /is. It is observed experimentally that the

2.3 The work of Hodgkin and Huxley

21

total current / becomes negligible (can be considered zero) following an interval of 200 /xs after the shock. Consequently, at that time, the equation dV I'CM-+I, (see Appendix) becomes

h=-cM—. ~dt We know the value of CM and if a fixed time t > 200 /xs is chosen, the value of dV/dt can be measured geometrically on the earlier graphs (Fig. 2.2). The value dV/dt is simply the slope of the graph at t = t0. Thus the ionic current It can be computed at a fixed time t > 200 /xs. In Fig. 2.3, It at 290 /AS is plotted against the initial displacement of the membrane potential. Following the convention used by HHK, we regard the initial displacement V to be positive if hyperpolarization occurs and regard V as negative if depolarization occurs. The resulting graph in Fig. 2.3 summarizes a lot of experimental data and gives us insight into the relation between current and initial displacement of the membrane potential. It also affords us our first example of how further information can be extracted from the explicitly given experimental data.

Figure 2.3. Graph of ionic current density against displacement of membrane potential.

Nerve conduction

22

The next experiments are the first voltage-clamp experiments. A voltage clamp is a sudden displacement of the membrane potential from its resting value to a new level at which it is held constant by electronic feedback. In the voltage-clamp experiments, a voltage clamp is established and the membrane current is measured during a subsequent interval of time. Voltage-clamp experiments were made possible by the earlier work of a number of physiologists, especially Cole (1949), who introduced the technique. The work of Hodgkin and Huxley consists of a painstaking and brilliant development of this experimental technique and an original, highly successful theoretical analysis of the resulting experimental data. A measure of the power and influence of their accomplishments is the fact that since their work, most experimental and theoretical studies of electrically excitable cells have been based on the techniques they developed. We will describe the results of a series of voltage-clamp experiments in which various values are taken for the voltage clamp (the displacement of the membrane potential) and in which the axon is immersed in fluids with various Na ion concentrations. The resulting experimental data, when analyzed with sufficient care, yield a tremendous amount of information. However, it is important to make clear that a voltage-clamp experiment consists of imposing entirely artificial conditions on the axon. In the earlier experiments (space-clamp experiments) described, the axon is stimulated by a pulse of current applied to the interior of the axon. If the pulse is large enough, the changes in potential that then occur are the same kind of changes that occur at a given point on the axon when a nerve impulse passes by. But in a voltage-clamp experiment, the conditions are entirely artificial in that they do not even remotely resemble events in the axon in its normal functioning. In a voltage-clamp experiment, the membrane potential has, at any given time, the same value at all points on the axon. (Thus the voltage-clamp experiment is also a space-clamp experiment.) But, more importantly, the membrane potential remains fixed as time passes (except at the initial moment of the experiment when the voltage clamp is exposed). Thus the potential is independent of position along the axon and independent of time. In the normal condition of the axon, the membrane potential has the same value,

2.3 The work of Hodgkin and Huxley

23

the resting value, all along the axon when the axon is not subject to any stimulus. But if the axon is stimulated, say by a pulse of current, then the membrane potential changes significantly near the point where the stimulus is applied. If the stimulus is large enough, an action potential travels along the axon. In these circumstances, the membrane potential varies both with position along the axon and with time. Let E denote the membrane potential and Er the resting potential, and let V=E — Er. The main reason that voltage-clamp experiments yield so much useful information lies in the basic electrical equation described in the Appendix: dV In a voltage-clamp experiment, there is a sudden displacement or change of potential, that is, V is changed suddenly, and then V is held constant. Hence there is initially a surge of capacitance current, contributed by the term CM(dV/dt), but after that initial surge, V is constant and, hence, dV/dt is zero. Hence the capacitance current is zero and so the total / across the membrane consists of ionic current /,-, that is, But / can be measured and hence in a voltage-clamp experiment, the ionic current It can be measured. Now we describe a few typical results of voltage-clamp experiments performed on axons immersed in sea water, which is approximately the natural environment of the axon. If the membrane potential is decreased from the resting value — 70 to —135 mV (i.e., if V is - 6 5 mV), then, as shown in Fig. 2.4, there is a brief surge of capacitance current followed by a fairly constant inward current (of positive ions) of about 30 /A A/cm2. If V has any other negative value or if V has a positive value < 10 mV, similar results are obtained; there is a brief surge of capacitance current followed by a constant (with time) current / of positive ions. If V is negative, the current is inward; if V is positive, the current is outward. If V is negative, there is a linear relation between V and /. Thus the results if V is negative resemble what would be expected from

Nerve conduction

24 -65

+ 104 j2.OmA/cm 2

+ 130

0

2

4

6

8

10 12

msec

Figure 2.4. Record of membrane current under voltage clamp. Displacement of the membrane potential in mV is given by the number attached to each record. [The potential values are given in terms of the present conventions, i.e., inside minus outside, which is the opposite of the convention used by Hodgkin, Huxley, and Katz (1952).] Inward current is upward deflection.

considerations in physics if the membrane were regarded as a conductor with constant resistance per unit area, that is, we obtain a kind of Ohm's law. (This is, of course, a rough statement because in Ohm's law, V is the potential difference whereas here V is the deviation of the membrane potential from the resting potential and we assume that, for whatever reason, there is no significant flow of current across the membrane when the membrane potential is equal to the resting value.) However, if V is positive and > 10 mV, then the ionic current has very different kind of behavior. This is indicated in Fig. 2.4. Unlike the results when V is negative, a version of Ohm's law no longer provides any guidance. When V is positive and > 10 mV the initial flow of ionic current (after the surge of capacitance current) is an inward flow of positive ions. But after a short interval of time, the flow of ionic current reverses its direction.

2.3 The work of Hodgkin and Huxley

25

Because all this time the membrane potential is constant, it is clear that, in these conditions, we cannot think of the membrane as having a constant resistance. Indeed as will be gradually revealed there is a complicated quantitative relationship among the ionic currents and V. (None of this is very surprising in view of our earlier discussion in Section 2.1 because if V> 10 mV, the membrane potential is approximately equal to or greater than the threshold value. Consequently, we expect nonlinear relationships to occur.) We emphasize once again that our descriptions of the experiments are simplistic. Moreover, besides omitting technical details, we are also omitting certain of the scientific results. For example, all the results we have described are affected by temperature and a complete quantitative account requires taking the temperature into account. Because our purpose is primarily to indicate the steps taken to obtain the mathematical description rather than to give a fully detailed account, we will omit all references to temperature. In the previous experiments, the ionic current under various voltage clamps has been studied. The next step is to identify the various ions that make up the ionic current. There was earlier evidence [see Hodgkin (1951)] to indicate that the initial "hump" of inward ionic current that occurs if V has value like 20 mV is composed largely of sodium. In order to investigate this, Hodgkin and Huxley (1952a) conducted voltage-clamp experiments similar to the ones already described in which the axon was immersed in sea water. The only difference was that the axon was immersed in various fluids with a lower concentration of Na ions than the concentration in sea water. From the results of these experiments, fairly direct inferences can be made concerning the presence or absence of Na ions in the ionic current. These experiments are described in Hodgkin and Huxley (1952a), which is the most outstanding of the experimental papers both in originality and accomplishment. The voltage-clamp experiments described in this paper were performed on: (i) Axons immersed in sea water. (ii) Axons immersed in choline sea water (i.e., sea water in which the Na ions have been replaced by choline). Choline is an inert biochemical ion with properties such that if Na

26

Nerve conduction Axon in sea water

Axon in choline sea water

Axon in sea water again

-28-

IimA/cm

2

Figure 2.5. Membrane current during voltage clamps when the axon is immersed in sea water and in choline sea water. ions are completely replaced by choline, then the squid axon becomes completely inexcitable, but the resting potential is about the same as if the axon were in sea water. (iii) Axons immersed in 30% Na sea water (i.e., sea water in which 70% of the Na ions have been replaced by choline). Typical experimental results are indicated in Figs. 2.5 and 2.6. The

Axon in 30% sodium sea water

Axon in sea water

Axon again in 30% sodium sea water

-IOI

| 1 mA/cm2 0

2

msec

4

0

2 4 msec

0

2

4

msec

Figure 2.6. Membrane current during voltage clamps when the axon is immersed in sea water and in 30% sodium sea water.

2.3 The work of Hodgkin and Huxley

27

most important features shown in Fig. 2.5 are the following: 1. If the external Na concentration is zero, that is, if the axon is immersed in choline sea water, the initial inward current is zero and there is an early increase in the outward current. 2. When the axon is immersed in choline sea water, the later outward current is only slightly altered. It is ~ 15-20% less than the later outward current that occurs if the axon is immersed in sea water. With different values for the voltage clamp, similar records are obtained. These results give qualitative support to the hypothesis that the early inward current is carried by Na ions. These experimental results can also be used to give quantitative support to this hypothesis. To show this, we introduce the notion of sodium potential. According to the Nernst formula, the chemical driving force pushing the Na ions inward is equivalent to the emf equal to RT

[Na]s

where [Na]; and [Na]o are the Na ion concentrations in the interior and the exterior of the axon, respectively. If the membrane potential equals RT F

ln

{K\ [Na]o

F

nn

[ l [Na], '

then the emfs just balance one another and so the net flow of Na ions across the membrane is zero. The number (RT/F) ln^NajytNaJi) is called the sodium equilibrium potential and is denoted by ENsi. The value of the sodium potential when the axon is immersed in sea water or 30% sea water can be estimated by examining the graphs that are the result of voltage-clamp experiments. If we assume that the initial ionic current flow is a flow of Na ions (we have already seen qualitative evidence to support this hypothesis), then if the value V of the voltage clamp is such that there is no initial ionic flow, then V + Er, where Er is the resting potential, must be the sodium potential. Inspection of Figure 2.6 shows that if the axon is in 30% sea water, the sodium potential is

Nerve conduction

28

very close to 79 mV, and if the axon is in sea water, the sodium potential is slightly less than 108 mV. That is, the voltage-clamp experiments yield fairly accurate estimates of the sodium potential. Now we use these estimates of the sodium potential to obtain quantitative support for the hypothesis that the initial ionic current flow in a voltage-clamp experiment is a flow of Na ions. To do this, the reasonable procedure would seem to be to compute £ N a by using the Nernst formula and to compare the result with the observed experimental value (close to 79 mV) just described. The difficulty in such a direct procedure is that the value of [Na]j is needed, but [Na]j is not known with any accuracy for the axon being studied experimentally. (Indeed, to measure [Na]; would require destruction of the axon.) Consequently, the following more indirect procedure is used. Let [Na] o and [Na]'o denote the Na ion concentration in sea water and 30% sea water, respectively. Then the sodium potentials in sea water and 30% sea water are RT

[Na] o

and

and we have RT [Na]; SNa-^a—ln^.

(2-2)

£ N a = F N a + £r,

(2.3)

But

where Er is the resting potential and F N a is the value of the voltage clamp at which there is no initial ionic current flow in the case of the axon immersed in sea water. Similarly £Na=n.a+£;,

(2.4)

where E'r is the resting potential and F^ a is the value of the voltage clamp at which there is no initial ionic current flow in the case of the axon immersed in 30% sea water. From (2.3) and (2.4), it

2.3 The work of Hodgkin and Huxley

29

follows that

Now (2.2) and (2.5) give independent estimates for E^a — £ N a . The expression in (2.2) is a theoretical prediction based on the use of the Nernst formula; the expression in (2.5) is obtained from experimental work. That is, the values F^ a , F N a and E'r, Er can all be determined experimentally. The expression in (2.5) is obtained by assuming that (2.3) and (2.4) hold, but they hold if we assume that the initial ionic current is composed of Na ions. Thus, if it turns out that the right-hand sides of (2.2) and (2.5) have the same value, we will have obtained substantial quantitative evidence that the initial ionic current is composed of Na ions. In fact the values obtained for the right-hand sides of (2.2) and (2.5) agree very well. For a comparison of the two values in a number of experiments, see Hodgkin and Huxley (1952a, p. 454). This leaves us with the question of the composition of the later ionic current. If the voltage is clamped at a value V> 12 mV, then the later ionic current is actually in the opposite direction from the initial ionic current (see Fig. 2.4). This suggests that the later ionic current flow consists of ions different from sodium. It turns out that there are cogent qualitative arguments to support the hypothesis that this current consists of K ions. See the discussion in Hodgkin and Huxley (1952a, pp. 455-457). Since we have discussed the Na ion current in some detail and since our purpose is to convey a general picture rather than a complete set of arguments, we will simply accept the conclusion that the later ionic current is composed mainly of K ions and move to the next step, that is, to obtain a quantitative description of the flow of Na ions and quantitative description of the flow of K ions. We assume that the initial ionic current consists of Na ions and that the later ionic current consists of K ions, but that leaves open the question of the composition of the ionic current at the inbetween period during which, presumably, the Na ion flow is decreasing and the K ion flow is increasing. Answering this question presents serious difficulties because there are no experimental techniques for measuring the Na ion current and the K ion current separately. The experimental results yield simply the magnitude

Nerve conduction

30

and the direction of flow of the ionic current. In order to obtain a quantitative description of the constituents of the ionic current, that is, to obtain graphs of the Na and K ion currents as functions of time, we will make some assumptions about the nature of the ion currents. First we will state these assumptions and then explain their status and how they can be justified. Let / K ( 0 and / N a ( 0 denote the Na and K ion currents as functions of time, and, as before, let the prime sign denote the 30% sea water case. Assumption 1. The function / K ( 0 is independent of [Na]o, the exterior concentration of Na ions. Assumption 2. If / N a ( 0 and 1^(0 denote the Na ion currents as functions of time and if the exterior concentrations of Na ions has the values [Na] o and [Na]'o, then there exists a constant k such that for all t,

WO [We have stated this assumption in mathematical form because that is the form in which it will be applied a little later. The original form of the assumption, as stated by Hodgkin and Huxley (1952a, p. 457), is more tentative. Depending on the point of view, one may say it is vaguer or less rigid.] Assumption 3. Let [to,to+ T] denote the interval during which / N a ( / ) increases to its maximum value. We assume that if t e [/0, t0 + T/3] or t0 < t < t0 + r / 3 , then dIK At this stage these assumptions can be advanced on the following basis. The first two assumptions are very simple and they do not conflict with any experimental results. The third assumption is strongly suggested by the experimental data when the value V of the voltage clamp is such that V + Er is near the sodium potential, that is, if V has such a value (and hence the initial Na ion current is negligible), the total current remains very close to zero for an interval of time. Thus, we have reasons for trying these assump-

2.3 The work of Hodgkin and Huxley

31

tions. As it turns out, they lead to a consistent theoretical structure and quantitative description that yield good agreement with other experimental evidence. Thus, we may say that these assumptions are justified by the results that they yield. Now we are ready to determine the functions / N a ( 0 and IK(t). In order to do this, we use two voltage-clamp experiments: (i) A voltage-clamp experiment in which an axon is immersed in sea water and the voltage is clamped at a value V. (ii) A voltage-clamp experiment in which the same axon is immersed in 30% sea water and the voltage is clamped at the same value V. Allowance is made for the surge of capacitance current, the deterioration of the axon as a result of having experiments inflicted upon it, and the difference in resting potential of the axon in the two different fluids in which it is immersed. How these allowances are made is discussed in Hodgkin and Huxley (1952a, p. 458). We obtain two functions, It(t) and //(*)» t n e ionic currents, as functions of time, across the membrane when the axon is immersed in sea water and 30% sea water, respectively. We assume that each of these ionic currents is the sum of a sodium current and a potassium current, that is, we assume that IM

= IVa(t) + IK(t)

(2-6)

and i;(t) = rNa(t) + rK(t),

(2.7)

where / Na (/)> ^Na(0 denote sodium currents and IK(t), I'K(t) denote potassium currents. Our objective is to use Assumptions 1-3 in order to determine / Na (0> ^Na(0> ^K(0> an and since

we obtain the following expression for I^

Finally by (2.6) and the condition / K ( 0 = / k ( 0 Q-Q-> Assumption 1), we have

/; -

Thus, with the use of Assumptions 1-3, the functions / Na (0> IK(t), /Na(O> a n d ^k(0 ^or a fixed voltage clamp can be determined. Examples of these functions are shown in Fig. 2.7. Knowledge of the sodium and potassium currents [i.e., / N a ( 0 and / K ( 0 ] is sufficient to explain qualitatively how an action potential propagates; that is, the experimental results we have just described are sufficient to suggest the explanation given in Section 2.2 for how an action potential propagates. As we have seen from the voltage-clamp experiments, if the membrane is depolarized above the threshold value (i.e., if V> 12-15 mV) then Na current begins to flow. Since [Na] o >[Na] i , this Na current is directed inward and the membrane is depolarized further until the membrane potential becomes positive and approaches the sodium equilibrium potential. Then, as the experi-

34

Nerve conduction Ionic current if axon is in sea water and in 10% sodium sea water

Sodium current in sea water and 10% sodium sea water

Potassium current in sea water and 10% sodium sea water

- 5 6 mV

I 1 mA/cm 2 0

2 4 msec

Figure 2.7. Separation of ionic current into 7 N a and / K .

ments show, the permeability of the membrane to Na current begins to decrease and the permeability of the membrane to K current begins to increase. Since [K]t> [K]o, the K current is an outward flow of K ions. This K current brings the membrane potential back to the resting value at which level the ionic current becomes insignificant. Meanwhile the action potential is propagated along the nerve fiber because points on the fiber near the point under observation have their membrane potentials depolarized to the threshold value. Our next objective is to obtain a quantitative version of the description just given. In order to do this, a number of preliminaries must be carried out. First, we want to establish an independence principle. This principle states that the probability that any individual ion will cross the membrane in a specified interval of time is independent of any other (chemically different) ions that are present. We will establish the principle by using it to derive an equation that predicts the effect of sodium concentration on sodium current. It can be shown that the predictions of this equation agree with experimental results. This establishes or certainly supports the validity of the independence principle. If we assume that the probability that any individual ion will cross the membrane in a specified interval of time is independent of other ions that are present, then the inward flux MY of a particular ion species will be proportional to the concentration cx

2.3 The work of Hodgkin and Huxley

35

of that ion in the external bath. Hence, we may write M^kfr,

(2.12)

where kx is a constant that depends on the condition of the membrane and on the potential difference E across the membrane. We will take E as fixed. Similarly if M2 is the outward flux, M2 = k2c2,

(2.13)

where c2 is the ion concentration in the interior of the axon and k2 is a constant. Dividing (2.12) by (2.13), we obtain Mi 2c2

The condition for equilibrium is Mx = M2. Substituting in (2.14), we obtain a condition for equilibrium: r*

where c2 is a fixed internal concentration and c* is the external concentration that would be in equilibrium with c2 under the value E of the membrane potential. Thus by the Nernst formula, RT

* -In —

or EF — = exp - llT

(2.15)

Now if £* is the equilibrium potential for the ion and if cY is the external concentration, then (again by the Nernst formula) RT c2 RT cx E* = — I n - * - - — ln^ F F or (2M)

Nerve conduction

36

Dividing (2.16) by (2.15), we obtain cx

(E*-E)F

\

RT

Substituting from (2.14') into (2.14) and applying (2.16), we have Ml

\

Cl

(E*-E)F

(2.17)

Now we compare the Na currents if the axon is immersed first in sea water with sodium concentration [Na]o and then in a lowsodium solution with sodium concentration [Na]'o. We assume that the membrane potential has the value E in both cases. Let M Na x and M N a 2 be the inward and outward fluxes, respectively, of sodium when the axon is immersed in sea water. Fluxes M'Nal and ^Na,2 a r e similarly defined if the axon is immersed in a solution with sodium concentration [Na]'o. Then Na

Na.l

=

/~ -, r»\

Na,2

•

.

(2.18)

Since

and If

Na 1

I ^^Q I

1L

Jo'

then

^i=ISr; iW

Na,l

(219)

L i>ia Jo

but MNa?2 = / and

and thus ^N..2 = ^N.,2-

(2-20)

2.3 The work of Hodgkin and Huxley

37

Substituting from (2.19), (2.20), and (2.17) into (2.18), we obtain /N._MNail[Na];/[Na]o-AfNa,2 M

^Na

Na,l ~

^Na,2

^ {[Na];/[Na] o (M N a 4 /M N a , 2 ) - l}M Na , 2 {(M N a > 1 /M N a i 2 )-l}M N a , 2

_ exp([-(E*-E)F]/RT)-l _ {[Na];/[Na]exp([-(£ Na -£)F]/J?r)} - 1 exp([-{Etfa-E)F]/RT)-l (2.21) Equation (2.21) shows how the sodium concentration affects the sodium current. It turns out that the theoretical prediction made by (2.21) agrees very well with experimental results. For a detailed discussion of this, see Hodgkin and Huxley (1952a, pp. 468^471). Thus the independence principle has been established. Next it turns out that instead of dealing with the ionic currents / N a and 7 K themselves, it is considerably more advantageous to consider the permeability of the membrane to Na and K ions. In order to clarify this point we first give a formal definition of permeability. Definition. The permeability of the membrane to Na ions is

As previously defined, RT

[Na] o Xa =

*"'" ~F- Wh "

RT

[Na], ln

~F~ ¥*l-

£ N a is called the sodium equilibrium potential; - £ N a is the emf

Nerve conduction

38

equivalent to the chemical driving force acting on the Na ions. Thus, the effective external emf acting on the Na ions is E — £ N a . The permeability is denoted by g N a . It has the dimension of conductance (current divided by potential difference) and g N a will frequently be referred to as the sodium conductance. Similarly, the permeability of the membrane to K ions is IK/(E — EK) and is denoted by g K . Since permeability has the dimension of conductance, which is the reciprocal of resistance, the units of measure of permeability are the reciprocals of units of resistance. The basic unit is the mho, which is the reciprocal of the ohm. That is, 1 fi"1 is the conductance that exists if 1 A of current flows between two points whose potential difference is 1 V. The quantities £ N a , E, and / N a have already been described and we know how to determine them from experimental data. Hence the function g N a ( 0 can be determined and graphed. The value of EK can also be determined experimentally [see Hodgkin and Huxley (1952b)] and / K has already been described. Hence the function gK(t) can also be determined and graphed. There are two important reasons for introducing the concept of permeability. First, it can be shown that g N a , g K are independent of the magnitudes of the corresponding driving forces E — ENsi, E — EK under which g N a , g K are measured. [This is shown by Hodgkin and Huxley (1952a).] Thus g N a , g K measure real properties of the membrane just as resistance measures a real property of, say, a length of copper wire. Second, at the sodium potential the current curves reverse their signs, whereas the conductance curves undergo no marked change. Also, the function g N a ( 0 is better behaved, mathematically. Indeed, g N a ( 0 is continuous, whereas 7 N a (/) is discontinuous. [See Hodgkin and Huxley (1952a, p. 477).] Consequently, g N a and g K play primary roles in the HodgkinHuxley equations that will presently be derived. In order to obtain the desired quantitative description of how the action potential is propagated, considerably more quantitative data from voltage-clamp experiments is needed. The voltage-clamp experiments described so far concern conditions in which the membrane potential is clamped or fixed at a value different from the

2.3 The work of Hodgkin and Huxley

39

resting value. That is, we obtained a description of the currents ^Na(O a n d ^ K ( 0 across the membrane when V^ 0. To obtain the quantitative description of how the action potential is propagated, we need descriptions of the currents / N a ( 0 and / K (/) and the corresponding permeabilities g N a (0 and gK(t) in other voltageclamp conditions: First the case in the membrane potential is clamped at a value different from the resting value (i.e., V=£ 0) and then suddenly restored to the resting value (V= 0). Also necessary are certain voltage-clamp experiments in which the membrane potential is clamped at a value different from the resting value (i.e., V= Vl # 0) and then suddenly changed to a new value different from the resting value (i.e., V=V2 and V2=t0 and V2i=V1). Experiments of this kind are described in Hodgkin and Huxley (1952b). Finally a more detailed quantitative experimental study is needed on how the sodium conductance decreases after reaching its initial maximum. Such experiments are described in Hodgkin and Huxley (1952c). Since our purpose is to sketch the experimental procedures and results rather than to give a detailed account, we will not describe the experiments in Hodgkin and Huxley (1952b, 1952c). However, we will feel free to invoke the results of these experiments when we derive the Hodgkin-Huxley equations. For the present we will just enumerate a few of the results obtained in Hodgkin and Huxley (1952b). First the potassium equilibrium potential EK is determined. Second, the permeabilities gNa(0> £ K ( 0 a r e shown to be independent of the driving force. Finally, besides the two main ionic currents / N a ( 0 and / K (/), there is an appreciable "leakage" current due mainly to a flow of chloride ions, which is discussed and estimated quantitatively in Hodgkin and Huxley (1952b). 2.3.2

Derivation of the differential equations

If the experimental data are compared with the previous description of the propagation of the action potential, it becomes clear that in obtaining this description we have not made full use of the experimental data. That is, the experimental data consist of specific numbers, whereas the description of the action potential is qualitative, not quantitative. The description contains such phrases

Nerve conduction

40

as "begins to flow," "depolarize further," and "begins to decrease." But these are not numbers in the description. Clearly then we should look for a quantitative description, that is, a description that uses the full force of the quantitative experimental results. Moreover, our quantitative description should not just specify quantities but should be expected also to yield quantitative explanations: for example, we would expect to obtain a mathematical relationship among the membrane potential, the sodium conductance, and the potassium conductance. Also we need a considerably more detailed description of the action potential than the one already given. (For example, so far we have no explanation of how the absolute and relative refractory periods occur.) This is the kind of description that Hodgkin and Huxley (1952c) obtained in their paper. They used the experimental results to derive a system of differential equations in which the dependent variables or unknowns are the potential difference across the membrane as a function of time and a set of variables that describe the sodium and potassium conductances as functions of time. Our next step is to derive these Hodgkin-Huxley differential equations. Before starting the actual derivation, however, it is important to clarify the status of these equations. This is especially important to the reader who is accustomed to differential equations in physics, for example, mechanics or electrical circuit theory. In deriving a differential equation or system of differential equations in physics, one usually starts from first principles such as Newton's laws in mechanics or Kirchhoff's laws in electrical circuit theory. The concepts in the general principles are expressed in appropriate quantitative terms. For example, in linear motion, the acceleration is represented by d2x/dt2. Finally, the particular given conditions are expressed in mathematical terms. A familiar example is the derivation of the equation of a simple pendulum. One starts from Newton's Second Law: Force equals mass times acceleration. If m denotes the mass of the bob, / the length of the pendulum, and 0 the angle of displacement, then

d2e mass X acceleration = ml—r-. dt2 The force that acts on the bob is a component of the gravitational

2.3 The work of Hodgkin and Huxley

41

-mg

Figure 2.8. force — mg and, as indicated in Fig. 2.8, that force is — mg sin 0. Thus the differential equation for the simple pendulum is

d2e ml—Y + wg sin 0 = 0. The derivation of the Hodgkin-Huxley equations is in stark contrast to this familiar procedure. The chief reason for this is that there are no basic laws or first principles that we can follow, that is, there are no Newton's laws or Kirchhoff's laws from which to start. Experimental work suggests that the membrane potential and the sodium current and the potassium current are the most important variables and we would expect, therefore, that the equations might take the form: dV

~di

=

dt dt and the derivation of the equations would consist in determining the functions F, G, and H. [As we will see later, we do not deal directly with g Na and gK. Instead special forms are chosen for the functions g N a (0 and gK(t).] But we have no theoretical guidance or first principles to help us determine the functions F, G, and H. Instead, the form of the differential equations is determined en-

Nerve conduction

42

tirely from the experimental data. The differential equations are empirical or ad hoc descriptions. Having indicated the nature of the equations, we list several points that should be emphasized. First and most important is the fact that we are forced to consider ad hoc equations because there are no first principles to guide us. The quantitative aspects of physiology have not been developed to the stage where such first principles exist; and, indeed, there is no particular reason to believe that a set of first principles like Newton's laws or Kirchhoff s laws will be developed. The future development of quantitative biology remains veiled. All we know at present is that there is a significant quantitative aspect of biology. Second, the Hodgkin-Huxley equations turn out to be (as we will show later) a very good summary or fusion of quantitative experimental results. Their empirical quality makes them analogous to Kepler's laws. To some extent this analogy suggests the status of mathematical biology at the present. Since extensive experimental data can be represented in compact mathematical form, that is, a system of differential equations, it seems clear that further mathematical developments can be expected. On the other hand, the analogy of the Hodgkin-Huxley equations with Kepler's laws cannot be pushed too far. There is no reason to conclude from the analogy that a theoretical biologist will presently develop some basic principles that will explain the origin of the Hodgkin-Huxley equations just as Newton's laws can be used to derive or explain Kepler's laws. (It is possibly worth noting that the fact that the mathematical description given by Hodgkin and Huxley is in the form of differential equations is misleading to a reader who is familiar with mathematical physics. With a background of physics, one tends automatically to regard a differential equation as a representation or realization of basic physical laws. The HodgkinHuxley equations have no such properties, but correspond instead to Kepler's laws, which, of course, are not differential equations.) Third, it is enlightening to emphasize that Hodgkin and Huxley were fully aware of the ad hoc nature of their differential equations. As physiologists, their objective was to determine how the action potential occurs and is propagated. (As we have pointed out before, even today the basic question of how the flows of Na and K ions are regulated remains unanswered.) When Hodgkin and Huxley

2.3 The work of Hodgkin and Huxley

43

initiated their work, they were not looking for some differential equations. They were concerned with studying the flow of electric current through the membrane surface and finding an explanation for how these currents occur. As it turned out, the hypothesis that they started out to test in their experiments proved to be incorrect; even the hope of formulating another hypothesis that would explain the nature of the flow of current failed. It had seemed reasonable that with the large amount of experimental data, it would be possible to develop such a molecular hypothesis, but Hodgkin and Huxley were forced to conclude that their experimental data would "yield only very general information about the class of systems likely to be involved" [Hodgkin (1977, p. 19)]. Thus they "settled for the more pedestrian aim of finding a simple set of mathematical equations which might plausibly represent the movement of electrically charged gating particles" [Hodgkin (1977, p. 19)]. Finally, it is important to understand the status of the Hodgkin-Huxley equations in the view of physiologists. This status is clearly described in the following excerpt from Hodgkin and Huxley (1952d, p. 541): The agreement must not be taken as evidence that our equations are anything more than an empirical description of the time-course of the changes in permeability to sodium and potassium. An equally satisfactory description of the voltage clamp data could no doubt have been achieved with equations of very different form, which would probably have been equally successful in predicting the electrical behavior of the membrane. It was pointed out in Part II of this paper that certain features of our equations were capable of a physical interpretation, but the success of the equations is no evidence in favour of the mechanism of permeability change that we tentatively had in mind when formulating them. The point that we do consider to be established is that fairly simple permeability changes in response to alterations in membrane potential, of the kind deduced from the voltage clamp results, are a sufficient explanation of the wide range of phenomena that have been fitted by solutions of the equations.

The Hodgkin-Huxley equations come in part from the statement concerning current that has already been invoked several times, that is, the equation dV I=CM—+I^

(2.22)

Nerve conduction

44

which says that the total current is the sum of the capacitance current and the ionic currents. The capacitance of the membrane per unit area (i.e., CM) has already been determined. There are three ionic currents: The two most important are / N a and / K , the sodium and potassium currents that we have described in some detail, and a third "leakage" current, denoted by Ih consisting largely of chloride ions, which was already mentioned briefly. The leakage current is discussed in Hodgkin and Huxley (1952c). Thus W N . + ' K + '/ and, substituting (2.23) into (2.22), we have

(2-23)

/ = C M — + /Na + /K + /;.

(2.24)

Using the independence principle discussed earlier, we regard / N a , / K , and ^ as having no influence on one another. Hence we may deal with the sodium and potassium currents separately and write

It turns out that the leakage current has an especially simple description /,«£,(£-£,), where g, is a positive constant and E{ is the equilibrium potential for the ions (mostly chloride) that constitute the leakage current. Thus (2.24) becomes dV M

Na

dt

a

K

(2.25) or dV

1

dt

CM

Na

Na

-gK(£-£K)-!,(£-£,)]. Since V=E-ER,

(2.26)

2.3 The work of Hodgkin and Huxley

45

it is convenient to rewrite E - £ N a , E - EK, and E — Et in terms of V. To do thus, let

Then E-EK=V-VK, E-E,=

V- V,,

and (2.26) becomes

(2.27)

Equation (2.27) is a version of the first of the Hodgkin-Huxley equations. It would be reasonable that the remaining equations would be of the form - ^ — = G(/,F, g N a ,g K ),

and our remaining problem would be to determine the functions G and H from the experimental data. In fact, the problem is by no means that straightforward. Hodgkin and Huxley decided instead to introduce other variables. The choice of these variables cannot be entirely explained on a logical basis. All we can do is point out reasons that suggest these choices for the variables. The decision to use these variables was a brilliant intuitive step. A measure of the extraordinary accomplishment that this step represents is the fact that the mathematical formulation given by this choice of variables has remained essentially unchanged in the 30 years of work on neurons and other electrically excitable cells that have followed. We look first at the simpler case, that is, the potassium conductance g K , and we examine how gK(t) changes when V is changed

Nerve conduction

46

8 .2 6 m mho/cm 4 2 0

b) 4

(a) Rise of potassium conductance associated with depolarization of 25 mV

0 msec (b) Fall of potassium conductance associated with repolarization to the resting potential

Figure 2.9. Graphs of potassium conductance. from 0 to 25 mV and then from 25 mV back to 0. This is displayed in Fig. 2.9. One of the complications that is shown by Fig. 2.9 is the fact that if V is changed from 0 to 25 mV, then gK(t) rises with a marked inflection. But if V is changed from 25 mV to 0, then gK(t) decreases in a simple exponential way. Consequently, finding a differential equation whose solutions would fit the two parts of the curve in Fig. 2.9 is complicated. In order to obtain a valid description of this kind of curve, Hodgkin and Huxley introduced a new dimensionless variable n. They proposed to express the function gK(t) as

8A')=gAn(t)]\

(2.28)

where gK is a positive constant whose value will be obtained from the experimental data, and to require that the function n(t) satisfy a differential equation of the form dn — = aH(l-n)-PHn,

(2.29)

where an and /?„ are nonnegative functions of V. The best justification for this proposal and a similar, somewhat more complicated, proposal made for g N a (0 is the fact that it works. An argument that suggests introducing the description of gK(t) given by (2.28) and (2.29) is the following. If an and /?„ are constants, then by an elementary method (variables separable) (2.29) can be solved and we obtain, for the general solution,

-(an + /O'],

(2.30)

2.3 The work of Hodgkin and Huxley

47

where K is a positive constant. If for simplicity we take K = 1, then if the solution n(t) is close to zero, it can be approximated by taking fin = 0 in (2.30) and we obtain n(t)=

-e-'+l.

A simple calculation shows that the function

[n(t)]4=[l-e-']A has an inflection point just as appears in Fig. 2.9(a). Similarly if \n(t)\ has a value close to 1, (2.30) can be approximated by taking an = 0 and K = 1, fin = 1. We obtain n(t)=-e~\ and the function

describes a simple exponential decrease just as appears in Fig. 2.9(6). Assuming that (2.28) and (2.29) give a satisfactory description of we £K(0> must proceed to determine an and jin as functions of V. In order to do this, we must, of course, utilize the experimental results. Let n0 denote the resting value of n(t), that is, n0 is the number such that

is the potassium conductance if V= 0 (i.e., the potassium conductance of the membrane if the membrane potential is equal to the resting potential). Note that since we have not specified g K (g K will be determined later from the experimental data), we do not have an explicit value for n0. But since g K can be determined independently from the experimental data, n0 has a definite value that we can obtain from the experimental data. Now suppose a voltage-clamp experiment is performed in which V is changed suddenly from 0 to a nonzero value. Then an, fin are changed to values that correspond to the new nonzero value of V. With an, jin at these new fixed values, (2.29) can be solved and we obtain = -(an + Pn)t+C9

(2.31)

Nerve conduction

48

where C is a constant of integration. Let

Note that if n = nx, then by (2.29), dn/dt = 0. Hence n^ is such that gKn^ is the value of the potassium conductance ultimately obtained after V is clamped at the nonzero value. (Remember that the experimental data show that following imposition of a voltage clamp, the potassium conductance increases to a certain level where it then remains fixed.) Let us denote this final value of potassium conductance by g K and observed that it is a value that can be obtained from this experimental data. Substituting from (2.32) into (2.30) and simplifying, we obtain

If we impose the initial condition /i(0)=/! 0 ,

we obtain

Introducing the notation rn = l/(an + /?w), we obtain for the solution Thus

Since g ^

= gKm, then

(2.33) But g K «o i s by definition the potassium conductance when V= 0 and consequently the value of g K «o i s known from the experimen-

2.3 The work of Hodgkin and Huxley

49

tal data; so if we denote g K w o by gKo> then we may rewrite (2.33) as 4

(2.34) Since g K and g K are known from the experimental data, then if a fixed value is chosen for rn, the right-hand side of (2.34) is a specific function of t. On the other hand, for fixed V, the function g K ( 0 has been determined experimentally. Consequently in order to obtain the correct value for rn9 we simply select the value of rn so that the graph of the resulting g K (0> which is defined by (2.34), agrees with or coincides with the experimental graph for gK(t). Having thus determined TW, we have an equation relating an and A,, that is, 1 or

«Sn + fon = l.

(2.35)

Next we consider the problem of estimating g K . Experimental results show that if V has a large value (i.e., a value > 110 mV), then the corresponding value of g K takes values ~ 20-50% higher than the value g K corresponding to V = 100 mV. For definiteness in calculation, we assume that the values are 20% higher, and we assume that n = 1 at those values. Since g K = 20 m.Ql~l/cvc^ at V= 100 mV, then g K is chosen to be 24 mfl'Vcm 2 . (There is, of course, an arbitrariness in this choice of g K . This arbitrariness is justified in the same way that some of the earlier assumptions are justified: They contribute to the development of a quantitative description that yields good agreement with other experimental results.) Now as remarked after (2.32), if V is fixed and sufficient time has elapsed afterward, we have But g K has been determined and, if V is fixed, then g K can be determined experimentally as was shown earlier. Hence for a fixed value of V, the quantity n^ can be determined. From its definition

Nerve conduction

50

we have

(V+a-bW), dt where a, b,<j> are positive constants, / denotes the membrane current, which is defined as any arbitrary function of time, V is the membrane potential, and W is a recovery variable. In a more general version of the FitzHugh-Nagumo equations, -V+ V3/3 is replaced by a function F(V) that has the form indicated in Fig. 3.1. [see Rinzel (1976)]. 3.3

The Zeeman model The FitzHugh-Nagumo equations are a two-dimensional simplification of the four-dimensional Hodgkin-Huxley equations. A three-dimensional model has been proposed by Zeeman (1972, 1973, 1977). Zeeman derives his model by consideration of catastrophe theory and the use of the experimental data of Hodgkin and Huxley. Zeeman's model has serious deficiencies [these have

Nerve conduction: Other mathematical models

70

been discussed in detail by Cronin (1981)] and it has no novel or useful properties. 3.4

Modifications of the Hodgkin-Huxley equations It is clear from our description of the derivation of the Hodgkin-Huxley equations that there is a significant element of arbitrariness in the derivation. Indeed, as we have pointed out, Hodgkin and Huxley themselves make this very clear. Also it has been shown in Chapter 2 that the predictions made by the solutions of the Hodgkin-Huxley equations do not entirely agree with the experimental results. Consequently, it is reasonable to try to modify the Hodgkin-Huxley equations with a view to improving their powers of prediction and to making them more tractable to mathematical analysis. A number of modifications have been proposed, but no particular one has been widely accepted. The Hodgkin-Huxley equations themselves are still regarded as the most satisfactory mathematical model. We will indicate briefly a few of the modified models that have been proposed in order to indicate directions that future work may take; our descriptions are not to be regarded as an all-inclusive account. It should be pointed out that none of these modifications has withstood as thorough an examination as the Hodgkin-Huxley equations. In particular, no mathematical analysis of any of these models has ever been carried out to determine what action potential velocity they predict. 3.4.1

Modifications in the description of potassium and sodium conductances Hodgkin and Huxley themselves point out a possible modification that would use a higher power of n in the expression for potassium conductance: (see Chapter 2). Cole and Moore (1961) have proposed that for voltage clamps near the value of sodium equilibrium, a more accurate value for the exponent would be 25, although Cole (1975) later termed this a "tongue in cheek" suggestion. Other descriptions of the potassium conductances have been proposed by Tille (1965), Hoyt (1963), and FitzHugh (1965). Modifications of the description of sodium conductance have also been suggested. Hoyt (1963, 1968) has proposed the use of a

3.4 Modifications of the equations

71

single second-order equation rather than a pair of coupled firstorder equations. [Hodgkin and Huxley (1952d, p. 512) state that they chose to use a pair of coupled first-order equations because such equations were easier to apply to experimental results.] Hoyt and Adelman (1970) have shown that Hoyt's model gives a better description than the Hodgkin-Huxley equations of the experimental results for early changes of g Na when an action potential occurs. Otherwise, the predictions made by the Hodgkin-Huxley model and the Hoyt model agree closely. Hoyt and Adelman draw from Hoyt's model conclusions concerning the physical mechanism. For a discussion of the validity of such conclusions, see Jakobsson (1973). Some other modifications are described briefly by Scott (1975, p. 505). Of particular interest is the brief discussion by Cole, FitzHugh, and Hoyt that follows the paper by FitzHugh (1965) in which all are in agreement that at that time there was no "best" model or set of equations. 3.4.2

The FitzHugh-Adelman model In a more recent paper, Adelman and FitzHugh (1975) propose a modification of the Hodgkin-Huxley equations in which they take into account the potassium concentration in the periaxonal region and obtain, among other results, a more accurate description of accommodation during constant current stimulation. That is, the unrealistic periodic solutions described in Chapter 2 do not occur. Another modification has been proposed by Hodgkin (1975) and studied by Adrian (1975) to investigate the relation between sodium conductance and velocity of the nerve impulse. Huxley (1959) proposed a modification of the Hodgkin-Huxley equations that takes into account the effects of varying the calcium (Ca) ion concentration in the bath in which the squid axon is immersed. (Changes in the Ca ion concentration produce marked changes in the oscillatory properties of the membrane potential.) Huxley's model has been studied qualitatively by McDonough (1979). 3.4.3

The Hunter-McNaughton-Noble models A very different line of study has been initiated by Hunter, McNaughton, and Noble (1975). One of their objectives is to develop models that closely mimic the Hodgkin-Huxley equations

Nerve conduction: Other mathematical models (or the properties of real axons) but that are simple enough so that closed form solutions that describe the propagation process can be obtained. Having closed form solutions is obviously advantageous. There is another advantage in studying models that are simpler than the Hodgkin-Huxley equations. The full voltage-clamp analysis that is the basis for the derivation of the Hodgkin-Huxley equations is only possible for certain excitable cells or for a limited range of conditions. For example, as we will see later, experimental study of cardiac muscle is far more difficult than the experimental study of the squid axon. In such cases, it becomes necessary to resort to simpler models in order to study some excitation and conduction processes in a quantitative manner. The work of Hunter et al. (1975) also includes a more general approach to the study of sodium conductivity. This more general approach is an extension of the approach used in Hoyt's model (1963), but it is based on later experimental results. Experimental work by Goldman and Schauf (1972) suggests that there may be a relationship between activation and inactivation. This, in turn, suggests that the sodium conductance gNa should be described differently. In the Hodgkin-Huxley theory, where m and h are activation and inactivation variables governed by the equations

Hunter et al. (1975) propose to describe gNa in terms of a linear n th-order equation

dt ~

~~ V&Na/oo>

\ a 1 a 2 , . . . , « B / dt where ax, a2,..., an and (g Na ) are functions of V.

72

5.5 The Lecar-Nossal stochastic model 3.5

73

The Lecar-Nossal stochastic model

Finally, we describe briefly a very important modification of the Hodgkin-Huxley theory, which will be studied in more detail in Chapter 6. Since the functions that appear in the Hodgkin-Huxley equations are continuously differentiable functions, the standard existence and uniqueness theorems for solutions of the differential equations are applicable. Hence a solution that satisfies the initial conditions V(0) = Fo, m = moo(0), h = hQO(0), and « = «oo(0) is unique. Thus if Vo is the threshold value, the prediction given by the differential equation is unique: An action potential always occurs, that is, the nerve always fires. But this prediction does not agree with experimental observations. In experiments, if V(0) is set at the threshold value, the axon does not always respond by firing. Firing occurs only for a certain proportion of the number of times that stimulus occurs. The reason for the varying responses of the real axon to threshold stimulus is thought to be the random fluctuations or "noise" in the resting potential. This suggests that the Hodgkin-Huxley equations would give a more realistic description of the behavior of the axon if they contained a random or stochastic term. Also the study of the Hodgkin-Huxley equations modified by the addition of such a stochastic term would make a theoretical connection between probabilistic firing of axons and electrical noise generated across the nerve membrane possible. It should be emphasized at this point that the addition of a stochastic term is not just for the purpose of constructing a novel mathematical exercise. Random firing of axons exposed to near-threshold stimuli has been studied by physiologists for many years. It is a serious subject in physiology and is deserving of a quantitative description. A study in this direction has been carried out by Lecar and Nossal (1971). They used the FitzHugh-Nagumo equations and included a description of the noisy nerve by adding a two-dimensional Brownian motion. The description given by this model is not only more realistic in that it includes a description of the noise, but it turns out also to give a better description of the threshold than the FitzHugh-Nagumo equations give. We will discuss these advantages in Chapter 6.

Models of other electrically excitable cells

4.1

Introduction

The techniques developed by Hodgkin and Huxley for the study of the squid axon have been applied in the ensuing years by many other researchers. In a certain sense, the techniques remain the same, that is, voltage-clamp experiments followed by a quantitative analysis in which activation and inactivation variables are introduced and then described by differential equations. But there are many obstacles to these applications of Hodgkin and Huxley's techniques: The analysis of the ionic current becomes much more complicated because the descriptions of some of the currents are more intricate and because the number of distinct components of the current is in some cases much larger than for the squid axon. (Later we shall describe a mathematical model for the cardiac Purkinje fiber in which the ionic current has nine components.) Also the use of voltage-clamp methods is much more difficult in some cases. For example, voltage-clamp techniques were used successfully in the study of cardiac fibers for the first time in 1964, and the voltage-clamp technique used in the study of striated muscle fibers was not developed until the late 1960s. The purpose of this chapter is to describe mathematical models (systems of nonlinear ordinary differential equations) of a number of electrically excitable cells that can be investigated by using Hodgkin-Huxley techniques. Since our primary concern is the derivation and study of these mathematical models that stem from the experimental studies, it is easy to forget or lose sight of the extensive and taxing work that goes into successful experiments. In all of this discussion, it should be kept in mind that underlying these theoretical considerations is a great deal of original, ingenious, and difficult experimental work.

4.2 The myelinated nerve fiber

75

Besides their intrinsic interest, the models in this chapter are testimony to the remarkable insight and accomplishments of Hodgkin and Huxley. As we shall see, these models and the physiological systems they describe differ in many ways from the Hodgkin-Huxley equations and the squid axon that they describe. Nevertheless these models are based on the same viewpoint as that developed by Hodgkin and Huxley; part of their accomplishment was the development of this remarkably flexible mode of description that can be adapted to many different physiological systems. 4.2

The myelinated nerve fiber

From the biological viewpoint, it is clear that the speed with which a nerve impulse travels is crucially important to the animal, and we have already seen in Chapter 2 how a theoretical estimate of the speed of the nerve impulse was obtained from the Hodgkin-Huxley equations. The theoretical speed depends on the square root of the radius r of the cross section of the axon. In order to see this, we return to the first of the equations in system {JF-J?) in Chapter 2. If we consider only solutions of the form V(x — 0/), then we have at once d2V

d 2V _ /3-2

J^

0

~J

and the first equation in system (Jf-Jf?) becomes 1

3 2V

dV

where R is the resistance per unit length of the axon, 0 is the speed of the traveling wave that describes the nerve impulse, C is the capacitance of the membrane enclosing a unit length of axon, and Ij is the ionic current flow per unit area through the membrane. Now if R; is the resistance per unit length of an axon of unit cross section (the specific resistivity of the axoplasm), then mr If CM is the capacitance per unit area of the membrane, then C=2irrCM.

Models of other electrically excitable cells

76

Then (4.1) becomes mr1 82V

8V

or 32V

r 2

iRfi

dt

2

3V M

dt

r

Since Rt, C M , and It are independent of r, and since dV/dt and d2V/dt2 are independent of r, then r/02 must be independent of r and hence

where A: is a proportionality constant. This result suggests that in a nerve axon with the structure of the squid axon, it would be necessary to quadruple the radius of the cross section of the axon in order to double the speed of the nerve impulse. As pointed out earlier, the radius of the squid axon is unusually large. Probably the chief reason for this is that the impulse that travels along the squid giant axon is an impulse that orders, "Flee," and consequently speed of transmission is particularly important. The unusually large radius of the squid axon permits a comparatively high speed of transmission. However, for most animal species, the direction of evolution has been not toward nerve axons of large radius, but instead toward the development of myelinated axons in which a different kind of transmission of impulse takes place. As described in Chapter 2, the myelinated axon is surrounded by a sheath of fatty material called myelin. The sheath is interrupted at intervals of about 1 mm by short gaps called nodes of Ranvier. The myelin layer is a fairly good insulator and little current crosses the membrane except at the nodes, where excitation occurs. During impulse conduction, the excitation jumps from node to node. This mode of transmission permits much higher speed of transmission even though the radius of the axon remains small. [For a detailed analysis of this, see Scott (1975), especially p. 516.] Many nerve axons are myelinated; for example, all the nerve fibers, except the smallest ones, in vertebrates are myelinated.

4.2 The myelinated nerve fiber

11

The experimental study of the myelinated axon consists in carrying out voltage-clamp experiments on the nodal membrane, that is, a section of the axon on which there is no sheath of myelin. A long series of experiments on a particular myelinated nerve axon, the sciatic nerve of the clawed toad {Xenopus laevis), was carried out by Frankenhaeuser and several co-workers. They performed voltage-clamp experiments and derived a mathematical model analogous to the Hodgkin-Huxley equations. Finally, Frankenhaeuser and Huxley (1964) used numerical methods to obtain approximate solutions of this mathematical model and compared these numerical results with experimentally recorded action potentials. Complete references to the earlier work are given by Frankenhaeuser and Huxley (1964). The results show that there are marked resemblances between the ionic currents that are obtained when a voltage clamp is applied to a squid axon and when a voltage clamp is applied to the nodal membrane of the myelinated axon, but there are also important differences: for example, the relationship between ionic current and membrane potential is more complicated for the nodal membrane than for the squid axon. Hence the simple description of / N a used by Hodgkin and Huxley, that is, the equation

cannot be used. Instead, the description of / N a is based upon the constant field equation due to Goldman (1943/44) and described by Hodgkin and Katz (1949). The constant field equation takes into account the effect of the ion concentrations in the membrane. (The name "constant field equation" stems from the fact that, in the derivation of the equation, one of the basic assumptions is that the electric field can be regarded as constant throughout the membrane.) From the constant field equation, the following expression is obtained for / N a : 'Na - ^Na

RJ,

t^Jo

cxp[EF/RT]

- 1 (4.2)

where E is the value of the membrane potential at the time of measurement of current, £"Na is the sodium equilibrium potential,

Models of other electrically excitable cells

78

[Na]o is the external sodium concentration, R the gas constant, T the absolute temperature, F the Faraday constant, and P N a is the sodium permeability, which in this work plays a role similar to g Na in the Hodgkin-Huxley equations. Also, while the ionic current in the squid axon has three component s-the sodium current / Na , the potassium current / K , and the leakage current IL (observe the change in notation from the Hodgkin-Huxley notation for leakage current)-the ionic current across the nodal membrane has four components: an initial current / N a carried mainly by sodium ions; a delayed current / K carried by potassium ions; a second "nonspecific" delayed current IP which is carried to a large extent by sodium ions, but possibly also by other ions such as calcium; and a leakage current IL carried by both sodium and potassium. The currents are described as follows: where gL= 30.3 mR'Vcm 2 , Vdenotes displacement of the membrane potential from the resting potential (i.e., V= E — En where Er is the resting potential that is taken to be - 7 0 mV), and VL = 0.026 mV. The numerical value VL is chosen so that V = 0 if no external current is applied to the axon. It is necessary to allow this adjustment for VL because the data for / N a , / K , and IP, which we will shortly write, are made up entirely from experimental data; at V=0, it is necessary that

Now according to the Nernst formula RT £

[Na]0

l

or [Na]o = -lnRT [Na]i or exp

RT I

[Na]i [Na] o -

4.2 The myelinated nerve fiber

79

Substituting in (4.2), we have

RT

i^lo

-

exp(EF/RT)

F2E [ N a ] o - [Na]{exp(EF/RT) T

l-QXp(EF/RT)

'

In this case, the outside sodium concentration [Na]o is 114.5 mM, the inside sodium concentration [Na]f is 13.74 mM, and P N a = PNam2/*, where P N a is the sodium permeability constant that has the value 8 x l O ~ 3 cm/s, and m and h are the sodium activation and inactivation constants, respectively, that satisfy the equations dm dh — =

ah(l-m)-phh.

(See Table 4.1 for the rate coefficients ctm, ah, /?m, fih. The constants A, B,C that appear in Table 4.1 are listed in Table 4.2.) Similarly, K

EF2[K]o-[K]{exp(EF/RT) K RT l-Qxp(EF/RT)

where [K]o is the outside potassium concentration, which is 2.5 mM, [K]; is the inside potassium concentration, which is 120 mM, and

where P^ is the potassium permeability constant, which is 1.2 X 10 ~ 3 cm/s, and dn — =

an(l-n)-Pnn.

(See Table 4.1 for an and /?„ and Table 4.2 for the corresponding constants A, B, C.) Finally

'

EF2 r [Na]o - [Na]iexp(EF/RT) 1 P RT[ l-exp(EF/RT) J'

Models of other electrically excitable cells

80

Table 4.1. Rate coefficient functions A(B-V)

A(V-B) C A(B-V) l-ex,

A(V-B)

A(V-B)

A(B-V)

A(B-V) B\\

PP(v) =

(

/ V-B

C

where and Pp is the nonspecific permeability constant and d

{=ap(l-P)-PpP.

(See Table 4.1 for ap and pp.) Table 4.2. Values of constants A, B, C associated with a and i

«m

Pm «p

Pp y

c

A (ms- 1 )

B (mV)

(mV)

Reference

o.r

-10" + 45 4-22 4-13 + 40 -25 + 35 + 10

6a 10 3 20 10 20 10 10

Frankenhaeuser (1960) Frankenhaeuser (1963b) Frankenhaeuser (1960)

4.5 0.36 0.4 0.006 0.09 0.02 0.05

Frankenhaeuser (1963a)

"Values modified to give a single curve for experimental results in Frankenhaeuser (1960, Fig. 4).

4.3 Striated muscle fiber

81

The equation for dV/dt is dV 1 dt Cm where Cm is the membrane capacitance and / is the total current. Thus the mathematical model for the myelinated nerve fiber has the form

_

=

— ^,^2[[Na]o-[NaL 1-cMEF/RT) ^mk RT[ 2 2EF [K] o -[K] ie xp(£F/^r)

_

K

-P

" RT

p2 pF

RT

l-Qxp(EF/RT)

—-^—-——-— l-Qxp(EF/RT)

dy — = a (l — y) — fivy, y y dt

\

--zr(V-V/ 5zA L

y = m, h, n, p .

It is shown by Frankenhaeuser and Huxley (1964) that a numerical solution of this system that describes an action potential agrees satisfactorily with experimentally recorded action potentials. Details of the comparison between the theoretical prediction and the experimental results are given in Frankenhaeuser and Huxley (1964). The mathematical problems that must be studied for this model are basically the same problems that must be studied for the Hodgkin-Huxley equations. Again it seems reasonable to expect that there should be a unique equilibrium point that is globally asymptotically stable. Also, it would be desirable to obtain a qualitative analysis that shows that the solutions display threshold phenomena and a refractory period. 4.3

Striated muscle fiber

Techniques for making experimental voltage-clamp studies of a striated muscle fiber were not developed until the late 1960s and a mathematical model was derived in 1970 by Adrian, Chandler, and Hodgkin (1970). In certain respects, the mathematical model derived is similar to the Hodgkin-Huxley equations. There are

Models of other electrically excitable cells

82

three components of the ionic current, all governed quantitatively in a way similar to the three components in the Hodgkin-Huxley model. However, the variation of V^ (the equilibrium potential corresponding to the delayed potassium current) with external potassium concentration suggests that an equivalent circuit description of the membrane more complicated than the Hodgkin-Huxley membrane description should be used. As a result, the description includes the variation of two potential differences. This model is not entirely satisfactory and we include a description of it to indicate a direction of study in physiology rather than for the value of the model itself. An improvement of this model that uses a more elaborate equivalent circuit description of the membrane has been given by Adrian and Peachey (1973). As with the squid axon, there are three components of the ionic current: sodium current / N a , potassium current 7 K , and leakage current IL. These ionic currents are described by

where RT Na '

In

[Na]o

in which [Na] o , [K] o , [Na]i9 and [K]{ have the usual meanings (we will not give the numerical values here) and the constant b has the value 1/12. The reason that the usual sodium equilibrium potential F N a is not used is that the muscle fiber is immersed in a fluid (Ringer fluid containing 350 mM sucrose), the purpose of which is to reduce the mechanical contractions that would normally be performed by a muscle fiber in the range of depolarizations considered in the experiments. The value used for F^ a is 50 mV. V^ is defined in a similar way and the value used for V'K is - 70 mV. The other constants are VL = - 1 0 0 mV, gL = 0.55 m^l~l/cm2, g N a = 61 mB~ 1 /cm 2 , and g K = 9.8 m.Qt~l/cv^. The activation and inactivation variables m, h, and n each satisfy a differential equation of

4.3 Striated muscle fiber

83

Table 4.3. The coefficients av and f$y Muscle

Squid giant axon a

1-

(V—V

}

a (V—V }

(y-ym - exp

^xp

1 - exp -

10

1

, = A«exp -

18

ahc

t

14.7 P

1 - - exp -

= «/,exp -

10

18 20

= >8AI 1 + e x p -

7.6

10

«*(y-K)_ (y-K) 1 - exp —

7

10

RP

80

the form dy — =ay(l-y)-/iyyy

y=

m,h,n,

where the equation for m is the same as that in the Hodgkin-Huxley equations for the squid axon and the equations for h and n have similar forms. The coefficients ay and fiy (y = m, h,n) are given in Table 4.3. In the table

5 , = 0.07,

J8A = 1,

5w = 0.01,

^ = 0.125.

The equivalent circuit chosen to describe an element of membrane in the striated muscle fiber is sketched in the accompanying diagram.

Models of other electrically excitable cells

84

The values chosen are C'm = 1 juF/cm2, C r = 4 /xF/cm2, and Rs = 150 Q/cm2. The value of Rm depends on the external solution. Values are given by Adrian et al. (1970, p. 615). Let VT denote the potential across capacitance CT. The remaining differential equations are dV

It

dt

C'M

V-VT RSC'M

or dV

1 .

[ V

L)\--£-£T

(4-3)

and dVT V- VT -r^-^--

(4.4)

H (^

sit

Thus the entire mathematical model consists of (4.3), (4.4) and the equations dy — = aA\ — V ) — )8,; v,

dt

y

y=

m,h,n,

y

which were described earlier. On the basis of these equations, propagated action potentials and conduction velocities were computed by Adrian et al. The computed results were found to be in "reasonable agreement" with experimentally observed values. A mathematical study of this model or a refinement of it would consist of studying the same kind of problems that are important in

4.4 Cardiac fibers

85

the study of the model of the squid axon and the model of the myelinated nerve. 4.4

Cardiac fibers

We shall describe mathematical models for two kinds of electrically excitable cardiac cells: the cardiac Purkinje fiber and the ventricular myocardial fiber. Developing voltage-clamp methods for the study of cardiac fibers proved to be a difficult task and models based on experimental results were not developed until the 1970s, and consequently realistic mathematical models appeared only fairly recently. 4.4.1 The cardiac Purkinje fiber 4.4.1.1 Physiological functions of the Purkinje fiber

Our first step is to briefly describe the physiological functions of the cardiac Purkinje fiber. The initiation of the electrical activity that governs the heartbeat is carried out by a pacemaker mechanism that is located at a position in the heart called the sino-atrial node (SA node). (The SA node is not the only region of the heat that possesses a pacemaker mechanism, but its rate of beating is higher than that of any other pacemaker region and so it sets the pace of the heart as a whole.) The electrical impulses generated by the pacemaker mechanism are conducted to the various parts of the heart, first to the atria, then through a small strip of tissue called the atrioventricular (AV) node, and finally to the ventricles. The ventricles are the two large chambers of the heart into which the blood is brought from the two smaller thinwalled chambers called the atria and from which the blood is pumped to lung circulation and systemic circulation. The electrical impulse is conducted comparatively slowly through the AV node. Then it is conducted more rapidly to all of the walls of the ventricles. The electrical impulse causes the muscles in the ventricular walls to contract, thus producing the heartbeat and pumping the blood into the circulatory system. Consequently, it is important that the muscles in the ventricular walls contract almost simultaneously so that the blood is forced into the arteries at high pressure. Thus, in turn, it is important that the electrical impulse be conducted very rapidly from the AV node to the ventricular walls.

Models of other electrically excitable cells The electrical impulses are conducted from the AV node to the ventricular walls by the cardiac Purkinje fibers and their large size insures that the conduction is rapid. Conduction of electrical impulses that originate in the pacemaker region is the primary function of the cardiac Purkinje fibers, but they also have a secondary function. The Purkinje fibers fire spontaneously at a regular rate. This regular rate is slower than the rate of firing of the pacemaker mechanism and, consequently, under normal conditions (i.e., when the Purkinje fiber conducts an electrical impulse that originates from the pacemaker mechanism) the Purkinje fiber does not fire spontaneously. However, if the electrical impulses from the pacemaker mechanism do not reach the Purkinje fibers (this happens, for example, in a clinical condition called AV block), then the spontaneous firing of the Purkinje fibers plays a major role. The Purkinje fibers then act as a pacemaker and the heart beats at the rate of the spontaneous firing of the Purkinje fibers. Thus a secondary function of the Purkinje fibers is to act as a "backup" pacemaker. 4.4.1.2

The Noble model of the cardiac Purkinje fiber

Before voltage-clamp techniques were completely developed for the study of cardiac Purkinje fibers, Noble (1962) proposed a modification of the Hodgkin-Huxley equations that can be used to describe the action potentials and pacemaker potentials of cardiac Purkinje fibers. That is, solutions of the system of differential equations proposed by Noble describe fairly accurately these action potentials and pacemaker potentials. More realistic models, based on voltage-clamp data were derived later by McAllister, Noble, and Tsien (1975) and Di Francesco and Noble (1985), but the earliest model developed by Noble is worth studying first because, like the Hodgkin-Huxley model, it is a four-dimensional system and there is the possibility of using analysis that was developed to study the Hodgkin-Huxley equations to analyze this new model. (The McAllister-Noble-Tsien mode is a 10-dimensional model and, at present, no mathematical analysis beyond numerical analysis has been made of that model.) The Purkinje fiber differs from the squid axon in that depolarization decreases the potassium permeability of the membrane. During large depolarizations, part of this decrease seems to be transient

86

4.4 Cardiac fibers

87

and the potassium permeability then slowly increases. To account for this, Noble assumed that the potassium ions move through two types of channel in the membrane. [This assumption was based on experimental measurements made by Noble and his co-workers; see Noble (1979, p. 21).] In one channel, the potassium conductance (g K ) is assumed to be an instantaneous function of the membrane potential and decreases when the membrane is depolarized. In the other channel, the conductance (g K ) slowly rises when the membrane is depolarized. The empirical expression for

£ + 90 60 where potential E is the membrane potential, that is, "inside minus outside." (Note that the Hodgkin-Huxley equations concern the quantity V, i.e., the deviation of the membrane potential from the resting potential, whereas in this work, the quantity £, i.e., the membrane potential itself, is studied.) The term gKi is described by

where dn — =

an(l-n)-/inn,

0.0001(-£-50) a

" ~ exp[(-£-50)/10] - 1 '

-£-90 B= 0.002 exp Hn

F

\ 80 T h e sodium conductance g N a is described b y equations similar t o those used t o describe the sodium current in the squid axon. That is,

where g N a is a positive constant and m, h satisfy the equations dm — = dh —

am(l-m)-Pmm, =ak(l-h)-phh9

Models of other electrically excitable cells

where 0.1(-£-48) exp[(-£-48)/15] - 1 ' exp[(£ + 8)/5] - 1 ' (-£-90) ah = 0.17 exp

20

In addition to the sodium and potassium currents, a leakage current, consisting at least in part of chloride ions, is assumed to exist. Denoting this current by / ^ (An stands for anion) and denoting the anion equilibrium potential and the anion conductance by gAn, we have E

~EAn

(g An is regarded as a constant, but various values of gAn are used in calculations in order to reproduce the effects of anions of different permeabilities.) Thus the total membrane current is dE m

dt

Na

K

An

or dE m

+

dt

Na

a

gK(E-EK)+gAn(E-EAn),

where Cm is the membrane capacitance and is taken to be 12 /xF/cm2 and gK = £K + gK • As in the Hodgkin-Huxley description of the squid axon, this description is space-clamped, that is, E at a given time is assumed to have the same value at all points along the fiber. Consequently there is no current flow along the fiber and, therefore, unless a current is applied, the total membrane

4.4 Cardiac fibers

89

current is 0. Thus, for the complete system of equations, we obtain -r = ~ — { m 3 / , g N a ( £ - £ N a ) + (g K [ + 1.2«4) m

x(E-EK) ^• = am(l-m)-fimm, dh — = ah(l-h)-phh, ~dt

+ gAn(E-EAn)},

(Nl)

(N2) (N3) (N4)

There is a detailed discussion in Noble (1962) of the similarities and discrepancies between the experimental results and the numerical solutions of the system consisting of (N1)-(N4). In certain respects these equations closely resemble the Hodgkin-Huxley equations, but the solutions can be expected to exhibit quite different behavior. For example, as pointed out in Chapter 2, solutions of the Hodgkin-Huxley equations would generally be expected to approach an equilibrium point because after an action potential is formed, the membrane potential returns to the resting value. But the Purkinje fibers exhibit rhythmic electrical behavior. Hence, it is reasonable to expect to find periodic solutions of Noble's system of equations, and numerical studies suggest [see, e.g., Noble (1962, p. 329)] that there exist such periodic solutions. 4.4.1.3 The McAllister-Noble-Tsien model of the cardiac Purkinje fiber A mathematical model of the cardiac Purkinje fiber based on voltage-clamp experiments was derived by McAllister, Noble, and Tsien (1975). This model is a more realistic and accurate description of the cardiac Purkinje fiber than the Noble model. (A detailed comparison of the two models is given by McAllister et al.) But it does have certain drawbacks. First, it is based on a "mosaic of experimental results" [McAllister et al. (1975, page 1)], that is, unlike the Hodgkin-Huxley model of the squid, the required infor-

Models of other electrically excitable cells mation for the model cannot be obtained from voltage-clamp analysis of a single fiber. Also, the experimental results (especially the voltage-clamp data) are incomplete in some ways, and the model has one important deficiency: the sodium current is inadequate to fully account for the upstroke velocity without making further assumptions [see McAllister et al. (1975, pp. 53-54)]. Nevertheless, it is useful and enlightening to study this model: However tentative it is in the view of physiologists, it indicates an important direction of work in the mathematics of physiology, and it conveys to the mathematician some idea of the complexity and difficulty of the problems in this subject. The McAllister-Noble-Tsien (MNT) model is like the Noble model in that it is basically a quantitative description of ionic currents across the membrane. But later experimental results have made possible a more detailed analysis of these currents, and so the model is considerably more complicated. First we describe the various components of the ionic current. As in the Noble model, we let E denote the membrane potential and £ N a denote the sodium equilibrium potential, and use similar notation for the other equilibrium potentials. There are two timedependent inward currents: z'Na and isi. (The term "time-dependent" means that the current / Na is not simply a function of E. Later the term "time-independent" will be used. A time-independent current is a current that depends only on E. Since E itself may be a function of time, this terminology is not entirely logical.) The current i Na resembles the squid sodium current and can be represented as

and

where g Na is a positive constant whose value remains uncertain [a discussion of upper and lower bounds for g Na is given by McAllister et al. (1975, pp. 10-11)] and £ N a = 40 mV. Also, the activation variable m and the inactivation variable h satisfy the

90

4A Cardiac fibers

91

equations dm —

where the functions am, /?m, aA, /?,, are given in Table 4.4. The inward current isi, which has slower kinetics than zNa and is carried at least partly by calcium ions, is governed by considerations somewhat more complicated than Hodgkin-Huxley formalism. A sizeable fraction of isi is not inactivated even during prolonged depolarization. The existence of residual isi is expressed by McAllister et al. by the following description of isi: isi = gsi(E-

Esi)df+ g~l(E - E,,)d',

where g;f. = 0.04 mO" Van 2 , Esi= 4-70mV, df = {1 4- exp[ -0.15(£ 4- 40)] } ~ \ and d and / are activation and inactivation variables, respectively, that satisfy the usual Hodgkin-Huxley equations with ad, fid af, fif as given in Table 4.4. Next, there are three time-dependent outward potassium currents that will be denoted by z'K2, iXi, iXi. None of them resembles the squid potassium current from a quantitative point of view. However, like the squid potassium current, each of these currents can be described with an activation variable, but without an inactivation variable. The current /Kz, which is called the pacemaker current, is described by where .

2.8{exp[0.04(£ + 110)] - 1 } exp[0.08(£ 4- 60)] 4- exp[0.04(£ 4- 60)]

Table 4.4. Current components that show inactivation P

Component

E

,

1

(ms" )

h)

P

ad(E-Ed) 1 - exp -

(mV)

,

2

(mG~ycm )

£

rev

(mV)

17.

\

1-exp

8

12.2 J (E11.26

1.13 X l O " 7

2.5

-10

0002

° 0 2 -40

0.00253

0.02

-26

0.008

0.08

0

208 x 10

00

° ~26

1.93 X10" 4

0.033

+70

10 (

a / =5 / exp

_1L49

(E16 ( 11.49

(E-E')

1

exp - -

2.5

-70

-30

Source: R. E. McAllister, D. Noble, and R. W. Tsien, Reconstruction of the electrical activity of cardiac Purkinje fibres, / . Physiol. 251:7 (1975). Reproduced with permission of Cambridge University Press.

4.4 Cardiac fibers

93

and ds

— =as(l-s)-pss9 where as and fis are given in Table 4.5. The currents ix and ix , called the plateau currents, are governed by the following equations:

1x1

(1.2)(exp[0.04(£ ~ exp[0.04(£ + 45)]

where iX2 = 25 + 0.385£, and

where aXi, fiXi, aX2, flX2 are given in Table 4.5. There is also a transient outward current iqr carried by chloride ions that is described by where g^ = 2.5 mST Van 2 , Ecl= -70mV, and q and r are activation and inactivation variables, respectively, that satisfy the equations dq dt

q

q

jt=ar{\-r)-[Sr{r), and aq, fiq, ar, fir are given in Table 4.4.

Table 4.5. Slow outward K currents Component

1 - exp

(E-E,)

E + 50

P (ms" 1 )

E (mV)

g (m!2"V c m )

£ rev (mV)

0.001

5.0X10- 5

-52

(Rectifying)

-110

~

(Rectifying)

-95

0.385

-65

£+20 16.67

TT50

1 + exp-

1 + exp— 17.5

[

« (ms^1)

E + 191 -

5X10

"4

00013

25 £+20 1.27 X10- 4

3X10-

1 + exp

Source: R. E. McAllister, D. Noble, and R. W. Tsien, Reconstruction of the electrical activity of cardiac Purkinje fibres, / . Physiol. 251:8 (1975). Reproduced with permission of Cambridge University Press.

4.4 Cardiac fibers

95

Finally there are several background currents or leak currents that are time-independent. So far these have not been analyzed very well by experimental means, but McAllister et al. propose the following tentative description. There is an outward background current denoted by / K that is carried mainly by potassium ions and described by zKl = YI + (0.2)(£ + 30){l - e x p [ - 0 . 0 4 ( £ + 30)] J" 1 , where iKi is as defined earlier. There is an inward background current z'Na b that is probably carried largely by sodium ions and described by

where g N a ,, = 0.105, £ N a = 40 mV. Finally there is a background current zcl b that is carried by chloride ions and described by 'ci,* = gci,*(£-£ci)>

where the following, somewhat arbitrary, value is assigned to g cl b: g cl z, = O.OlmS2"1/cm2 and Ecl = 0.70 mV. The equation relating membrane potential E and current ix across the membrane is dE ~di

=

ix ~C'

where C is the capacitance of the Purkinje fiber and is - 12 /iF/cm 2 . Since h = 'Na + hi + ''K2 + iX2 + tqr + fK, + ^Na,/> + ^ , 6 »

then using the expressions we have given for these currents, we

Models of other electrically excitable cells

96

obtain for the MNT model the following system of 10 equations: dE

1

+

g'si(E-Esi)d'+{IK2(E)}s

where iXi, iX2, zK2, / Ki , / NaZ ,, iC\,b E, and

are

>

as

indicated, all functions of

fiy(E) where y = m, d, s, xv JC2, #, /*, / , r and the functions ay(E\ are given in Tables 4.4 and 4.5. These equations give a quantitative description of the ionic currents, that is, they describe quantitatively the sequence of events that can be described roughly in words as follows: When the membrane potential is at a suitable level (when depolarization to the sodium threshold has occurred), the inward current / N a starts to increase. The inward current isi increases more slowly and the outward current iqr develops. The / N a decreases and there are quick variations in the membrane potential (termed a spike and a notch) followed by a longer period during which the membrane potential stays fairly level on a so-called plateau. Repolarization or hyperpolarization is triggered by the onset of the current ix followed by the onset of the currents ix and / K . Then the current z'K decays and this allows the inward background current to cause depolarization again to the sodium threshold. (That is, the decrease in current iKi permits depolarization to the sodium threshold. It is for this reason that / K2 is called the pacemaker current.) As has already been emphasized, the MNT model is tentative because it does not have as firm an experimental basis as the Hodgkin-Huxley model. A fair judgment of the model requires a study of the discussion given in McAllister et al. (1975). Nevertheless, the model does summarize a considerable amount of quantitative data with accuracy. Moreover, it is very important for a

4.4 Cardiac fibers

97

mathematician who is interested in cell electrophysiology to look closely at the MNT model. In the study of strongly nonlinear ordinary differential equations, the difficulties increase very rapidly as the dimension of the system increases. (Even the transition from two- to three-dimensional systems offers very serious obstacles.) Consequently, mathematicians tend, where possible, to deal with systems of low dimension. Models of dimension two can be useful in some qualitative studies, as has already been indicated in the discussion of the two-dimensional models in Chapter 3. But the MNT model, which has dimension 10, indicates clearly that more realistic models in physiology require working with high-dimensional systems. 4.4.1.4 Mathematical analysis of models of the cardiac Purkinje fiber

We have seen that the physiologically significant mathematical problems that need to be studied for the models of the squid axon, the myelinated axon, and the striated muscle fiber are all about the same. In each of these models, we need to study such phenomena as threshold behavior and refractory period. But the physiological functions of the cardiac Purkinje fiber are very different from those of the squid axon, the myelinated axon, and the striated muscle fiber, and as a result, the physiologically significant mathematical problems that need to be studied are very different. The numerical analysis of the MNT equations carried out in the original paper [McAllister et al. (1975)] suggests the existence of an oscillatory solution. Indeed, it seems reasonable that the regular spontaneous firing of the Purkinje fibers would be described by a periodic solution of the MNT equations. We would expect, moreover, that this periodic solution would be asymptotically stable with a fairly large region of stability. Experimental evidence actually suggests that there are two distinct oscillations [see Hauswirth, Noble, and Tsien (1969)]. We shall return to a discussion of this problem in Chapter 6. Thus, the first mathematical problem to be studied for the MNT equations is a very classical question: How do we establish the existence of an asymptotically stable periodic solution? Let us assume that this problem has been solved. Next we consider the

Models of other electrically excitable cells

98

mathematical description of the primary function of the Purkinje fibers, that is, the transmission of regular electrical impulses that are initiated in the pacemaker region (at the SA node) and that occur with a higher frequency than the frequency of the spontaneous firings of the Purkinje fiber. In order to obtain such a mathematical description, we must add to the MNT equations a term describing the periodic electrical impulses that originate in the pacemaker. If we write the MNT equations in vector form as x = P(x)

(4.5)

and if T is the period of the asymptotically stable periodic solution of the MNT equations, the existence of which is assumed to have been established, then the pacemaker impulses can be described by adding to (4.5) a term of the form F(t), where F(t) has period 7\ < T. That is, F(t) is an analytic description of the pacemaker impulse. Thus to obtain a description of the occurrence of regular or periodic impulses, we must search for a solution of * = />(*) + /•(*),

(4.6)

which has period 7\. Now this problem is the mathematical formulation of a well-known problem in mechanics and electric circuit theory: the problem of entrainment of frequency. The standard technique for dealing with the problem was introduced by Poincare and consists of replacing (4.6) with the equation jc = P ( x ) + G(/,e),

(4.7)

where e is a nonnegative parameter, G(t,e) has the period T(e) as a function of t, and G(t,0) = 0. Under rather general conditions, it can then be proved that for all e sufficiently small, (4.7) has a nontrivial (i.e., nonconstant) solution of period T(e). In Chapter 5, we will discuss in detail both the problem of showing that (4.5) has an asymptotically stable periodic solution and the problem of entrainment of frequency. 4.4.2

The Beeler-Reuter model of ventricular myocardial fiber A kind of companion piece to the paper of McAllister et al. (1975) is the model of electrical activity in mammalian ventricular myocardial fibers proposed by Beeler and Reuter (1977).

4.4 Cardiac fibers

99

This model, like the models previously described, is based on data obtained from voltage-clamp experiments. Following Beeler and Reuter, we let Vm denote the membrane potential. The mathematical model consists of the following set of equations, the first of which is dVm

1

)

O

()

where Cm = 1, and _

cxp[0.04(Fm exp[0.08(Fm + 53)]+exp[0.04(F m +

( 0.2^ + 23) l-exp[-0.04(Fm

0.08(exp[0.04(Fm + 77)] - l) exp[0.04(F m +35)] and

in which

g N a C = 0.003 £ N a = 50 mV. The current carried mainly by Ca ions, denoted by is, is h = Ssdf{V+ 82.3 + 13.0287 ln[Ca]i), where g5 = 0.09 mfi~V c m 2 a n d [Ca]i is in moles and refers to calcium ion concentration in the interior of the fiber. The term zext is a given function of time that depends on the experiment being described. See Beeler and Reuter (1977, p. 180). The second equation in the system is

|

-[C4)

(4.9)

100

Models of other electrically excitable cells Table 4.6. C, defining function and values for rate constants (a or ft) a = (C,exp[C 2 (K m + C,)] + C4(Vm + C 5 ))/exp[Q(K m + C3)] + C 7 ).

Rate Q Q constant Q Q 1 1 1 (ms-1) (ms ) (mV" ) (mV) [(mVms)" ] (mV) (mV- ) ax

Pl

£ ft a

d

& «/

ft

0.0005 0.0013 0 40 0.126 1.7 0.055 0.3 0.095 0.07 0.012 0.0065

0.083 -0.06 0 -0.056 -0.25 0 -0.25 0 -0.01 -0.017 -0.008 -0.02

50 0 20 0 -1 47 72 0 77 0 22.5 0 78 0 32 0 0 -5 44 0 28 0 0 30

0 0 47 0 0 0 0 0 0 0 0 0

0.057 -0.04 -0.1 0 0 -0.082 -0.2 -0.1 -0.072 0.05 0.15 -0.2

c7 1 1 -1 0 0 1 1 1 1 1 1 1

Source: G. W. Beeler, and H. Reuter, Reconstruction of the action potential of ventricular myocardial fibers, / . Physiol. 268:181 (1977). Reproduced with permission of Cambridge University Press. and the remaining six equations are dy

dt

= aJl-y)-f}Jy),

where y = xv m, h, j , d, and / , and the functions ay and fiy are listed in Table 4.6. Beeler and Reuter (1977) compare this model with the MNT model and from their discussion, it follows that the types of mathematical problems that arise in the study of this model are very similar to those that arise in the study of the cardiac Purkinje fiber models we have described. Here we merely point out the existence of oscillatory phenomena [Beeler and Reuter (1977, p. 200ff)] and the consequent question of the existence of periodic solutions.

Mathematical theory 5.1

Introduction So far we have described a number of mathematical models of electrically excitable cells and, at least for some of the models, we have indicated the kind of mathematical questions and analysis that arise in work on these models. The next major step is to describe in detail how the mathematical analysis can be carried out. In order to obtain this description, we will first give some theory of differential equations. By doing this, we will introduce the mathematical language that is appropriate for discussing the problems that are of concern to us. We also describe some mathematical techniques and results that will be useful in the study of the models. 5.2

Basic theory In this section we describe some basic properties of solutions of differential equations. These are used very frequently in the analysis of all the physiological models. 5.2.1

Existence theorems and extension theorems It is reasonable that our first concern should be for the existence of solutions. To a reader whose experience with differential equations is limited to an introductory course following calculus, such a concern may seem unnecessarily fussy. In a first course in differential equations various techniques for computing solutions are described and it might be expected that our chief concern would be to summarize such computational techniques; but all the physiological models in which we are interested are nonlinear systems, and, consequently, it is usually impossible to get explicit expressions for the solutions (i.e., closed solutions). Frequently we must settle for an approximation to the solution. However, in order

Mathematical theory

102

to deal with an approximation, we must know that a solution exists. Thus we are seriously concerned with the question of existence, and our first step will be to state a version of the basic existence theorem. Let x denote a real n vector, that is, X =

\X1>- • •> Xn)'>

where xl9...,xn

are real numbers and let |JC| be defined by

Similarly, let where each fj(t,x) (with j = 1,...,«) is a continuous real-valued function that is defined on the set « = { ( / , x)/\t - to\ < a, \x - xo\ < b}, where t0, x0 are fixed and a and b are fixed positive numbers. Let M = max ( , yX )^ R \f(t, x)\ on R and let a be the minimum of b/M and a. We also assume that / satisfies a Lipschitz condition with respect to x in R; that is, we assume that there is a positive number k such that if (t, x(1)) and (/, x (2) ) are points in R, then

(It is easy to show, by using the mean value theorem, that if the partial derivatives dft/dxp where /, y = l , . . . , « , exist and are bounded on R, then / satisfies a Lipschitz condition with respect to x in R. Existence theorem. The n-dimensional system dxx

^=f(t,x)

or

^=f2{t,xx,...,xn),

(5.1)

dxn {with the components written out) has a unique solution x(t, t0, x0) such that ^ 1 ^ 0 ' ^0» X0)

=

X

0'

5.2 Basic theory

The solution x(t, t0, x0) is defined for all t^[t0-

103

a, t0 + a] and

\x(t,to,xo)-xo\<Ma forallte[t0-a,t0

+ a].

[Following a usual convention we will refer to (5.1) sometimes as an equation and sometimes as a system of equations.] This theorem, although useful, leaves open a number of questions. Apart from the fact that, as stated, the theorem gives no information about how to compute the solution, there is the question of how large the domain of the solution is. The set R described before the statement of the theorem is not unique. For example, another set R with larger a and b and larger a might exist. Thus, the solution would be extended so that it was defined over a larger interval [t0 — a,to + a]. On the other hand, we cannot be certain of how large a domain can be found. The following simple example shows that the domain may be severely limited. Consider the scalar equation dx

~It=% ' A solution of this equation that satisfies the condition to = 0, x0 = 1 is given by x(t) = — l/(t — 1). As / increases from 0 toward 1, this solution decreases without bound and the solution is not defined at t — \. Now for convenience, we introduce a precise definition of boundedness of solutions. Definition. A solution x ( t ) of (5.1) is bounded for t > t 0 if there exists a positive number M such that \x(t)\<M

for all t > t0 for which x(t) is defined. It seems reasonable to expect that if a differential equation is a physiological model, then its solutions should be defined for all / greater than some fixed value, that is, for all time later than a certain instant, and that its solutions should remain bounded. (If a solution suggests that membrane potential increases without bound as / -> 5 or even as t increases without bound, the validity of the

Mathematical theory

104

model is indeed questionable!) These two rather natural requirements on the solutions, that they are defined for all t greater than a fixed value and that they are bounded, are closely connected. It can be proved that if a solution remains bounded for all t past a certain value for which the solution is defined, then the solution is defined for all / past that certain value. In order to state this result precisely, we need one definition. This definition is just a formal description of the property that a solution has been extended as far as possible or has the largest possible domain. Definition. If x(t) is a solution on (a, b) of dx/dt=f(t, x) and y(t) is a solution on (a, /?) of the same equation, and (a, /?) c (a, Z?) and if, for t e (a, ft), y(t) = x(t\ then y(t) is an extension of x(t). (Note: a is a real number or - oo and b is a real number or + oo. Similar conditions hold on a and /?.) Definition. If x(t) is a solution on (a, b) of dx/dt =f(t, x) and if x(t) is such that any extension y(t) of x(t\ where y(t) is a solution on (a, /?) of dx/df =/(f, x), has the property that (a, /?) = (a, b), then x(r) is a maximal solution of dx/tffr =/(f, x). Extension theorem. Suppose that x(t) is a maximal solution of

/ w continuous for all real t, all x e /?", #nd / satisfies a Lipschitz condition in x in each bounded set E in RX Rn, that is, each set E for which there is a positive number A such that if (t, x) e £, then \t\ + \x\o unstable node

Case HI. Xl9 A2 are real and equal and M = \^ \]. L0

K < o stable node

AJ

X > o unstable node

5.2 Basic theory Case IV.

109

\20 u n s t a b l e s p i r a l p o i n t or u n s t a b l e focus

Xl = a + i/J, a < 0, j8 > 0 stable spiral point or stable focus

If matrix M is not in canonical form, then further elementary analysis shows that the phase portraits are the same as those just described except that they are distorted by a transformation that is a nonsingular linear transformation.

Mathematical theory

110

Nonlinear systems. It can be shown that if nonlinear, higher-order terms are added to the right-hand side of (5.3), then in a neighborhood of the origin, the phase portrait remains essentially the same except in the case of a center where the addition of nonlinear terms may result in a center, a stable spiral point, an unstable spiral point, or a more complicated phase portrait [see Hurewicz (1958)]. Finally, we consider the general case dx — =P(x,y), * dy

(5.4)

where P(xy y) and Q(X, Y) are power series in x and y and (0,0) is an isolated equilibrium point, that is, there is a neighborhood of (0,0) such that the only equilibrium point in the neighborhood is (0,0). We have just seen what the phase portrait looks like if the coefficient matrix of the linear terms in P(x, y) and Q(x, y) is nonsingular. But so far we have no information about the behavior of the orbits if P or Q is a series that starts with terms of degree higher than 1. There is a remarkably simple answer to this question, which can be described roughly as follows. If (0,0) is an isolated equilibrium point of (5.4), then either (0,0) is a spiral [i.e., the orbits spiral toward (0,0) as t increases (decreases)] or a center [there is a neighborhood N of (0,0) such that every orbit that has a nonempty intersection with N is a simple closed curve] or a neighborhood of (0,0) can be divided into a finite number of "sectors" of the following types: Type I. Fan or parabolic sector.

(0,0)

(0,0)

5.2 Basic theory

111

Type II. Hyperbolic sector.

Type III. Elliptic sector.

In each of these sketches, the arrows indicate the direction of increasing time. Note that the only essentially new configuration that arises when nonlinear equilibrium points are studied is the elliptic sector. For a precise statement of this result and a proof, see Lefschetz (1963, Chap. X). For a similar discussion see Nemytskii and Stepanov (1960, Chap. II). 5.2.3.3 The index of an equilibrium point

A beautiful and sometimes useful concept that is introduced in the study of equilibrium points is the index of the equilibrium point. We describe first an intuitive version of the definition of index for equilibrium points in the two-dimensional case. Definition. Let P(JC, y), Q(x, y) be real-valued continuous functions on an open set D in the xy plane. Let V(x, y) be the vector field V(x,y) = (P(x,y)9Q(x9y))9 that is, V is a function with domain D and range contained in R2. If (x, y) e £>, then V(x, y) is the point or vector (P(x9 y), Q(x, y)).

Mathematical theory

111

An equilibrium point of V(x, y) is a point (JC0, y0) e D such that

Let C be a simple closed curve in D such that no point of C is an equilibrium point of V, and consider how the vector associated with a point (xl9 yx) e C changes as (xl9 yx) is moved counterclockwise around C. The vector is rotated through an angle j(2ir), where j is an integer, positive or negative or zero. The number j is the index of C with respect to V(x9 y). It is easy to see that this "definition" is not precisely formulated because several of the terms used have only an intuitive meaning. For example, what does it mean to "move counterclockwise" on C? As long as C is an easily visualized curve like a circle or ellipse, it is easy to describe precisely what we mean by moving counterclockwise. But if C is a sufficiently "messy" curve, then it is not at all clear which is the counterclockwise direction on the curve. Second, although for easily visualized curves C it is intuitively clear how to measure the angle through which the vector is rotated, no general and precise method for describing how to measure the angle has been given. Thus our "definition" is far from rigorous. An efficient way to give a rigorous definition is to formulate the definition in terms of topological degree, a procedure that we will shortly describe. Having obtained the definition of the index of C with respect to V(x9 y), one can then prove that if C is continuously moved or deformed in such a way that it does not cross any equilibrium point of V during the continuous deformation, then the index j remains constant during the deformation. Now suppose that (x09 yQ) is an isolated equilibrium point of V9 that is, suppose that there exists a circular neighborhood TV of (x 0 , y0) such that there are no equilibrium points of V in N except (x 0 , y0). Let Cl9 C2 be simple closed curves in N such that (x0, y0) is in the interior of Cx and is the interior of C2. It is not difficult to show that C\ can be continuously deformed into C2 without crossing any equilibrium point of V. Hence the index of CY equals the index of C 2 , and indeed the index j is independent of the simple closed curve C provided C is contained in Af and (x0, y0) is

5.2 Basic theory

113

in the interior of C. Hence we may formulate the following definition. Definition. The index j is the index of the isolated equilibrium point O 0 , y0). We have already seen that this definition is not based on rigorous considerations. Also it is desirable to have a definition that is valid in the ^-dimensional case. Both of these difficulties can be dealt with by defining the index of an equilibrium point in terms of topological degree or Brouwer degree. Next we describe very briefly how this is done. Our description is far from complete because no attempt is made to define Brouwer degree. [For a description of the Brouwer degree, see Krasnosel'skii (1964), Lloyd (1978), or Cronin (1980b).] Definition. If p is an isolated equilibrium point, the index of p is deg B [/,Z?",0], where deg 5 is the Brouwer degree, and Bn is a ball with center p such that BnaN. If n = 2, this definition agrees with the informally described definition previously given. For arbitrary «, if the matrix

is nonsingular, it follows that the index of p is

signdej^)]. By using this topological version of the definition of index of an equilibrium point, one can obtain the following existence theorem, which is useful in the study of physiological models. Theorem 1. Given the autonomous system -^-=fi(xl9...,xn) :

(5.5)

Mathematical theory

114

where f has continuous first derivatives in Rn, suppose that U is the closure of an open ball U= {P/\p - po\< r) with center p0 and radius r, and that U is such that if a solution of system (5.5) passes through a point in U9 then for all later time t, the solution stays in U. Suppose also that there are no equilibrium points in U — U. Then (5.5) has at least one equilibrium point in U. Proof See Cronin (1980b, Appendix: Corollary 6.1). Theorem 2. If, besides the hypotheses in Theorem 1, it is assumed that the indices of the equilibrium points in U all have the same sign, then (5.5) has exactly one equilibrium point in U. Proof See Cronin (1980b, Appendix: Property 3). 5.2.4 Stability and asymptotic stability of solutions 5.2.4.1 Introduction In studying ordinary differential equations that describe biological systems, it is important to determine whether the solutions are stable. Roughly speaking, a solution x(t) is stable if, whenever another solution gets close to x(t), this other solution then stays close to x(t) for all later time. A solution x(t) is asymptotically stable if, whenever another solution gets close to x(t), this other solution then gets closer and closer to x(t) as time increases. Such a solution can be expected to predict actual behavior of the biological system. On the other hand, a solution that is not stable would probably not give a good prediction of the behavior of the biological system. The reason for this is the presence of small disturbances that are not described or taken into account in the differential equations. It is highly likely that such small disturbances frequently occur in physiological systems, and consequently, if the physiological system is described by a particular solution of the differential equation, we may think of the system as "moving along" the solution until a small disturbance occurs, which "kicks" the system onto a nearby solution. Now if the original solution is stable in the sense that nearby solutions approach it, then the system will "move back" toward the original solution. Thus the original solution will yield a reasonably good prediction of the behavior of the system. However, if the original

5.2 Basic theory

115

solution is not stable and if the system is kicked onto a nearby solution by a small disturbance, the nearby solution may move away from the original solution and, as a result, the system will move away from the original solution. Consequently the original solution will give a poor prediction of the behavior of the system. The notion of stability, which is intuitively very reasonable, requires considerable care if we are to formulate a rigorous definition. Moreover, it is usually quite difficult to determine if a solution is stable and an entire mathematical theory of stability has been developed to deal with this question. The theory is not complete and, from the point of view of applications, the theory is not entirely satisfactory. For the present, we shall simply state formal definitions of stability and indicate very briefly techniques that have been developed to determine whether a given solution is stable. 5.2.4.2 Asymptotic stability We restrict ourselves to considering just one stability concept, that is, asymptotic stability, which seems to be particularly appropriate for applications to differential equations that describe biological systems. [For a detailed discussion of the significance of stability of solutions of differential equations, see Cronin (1980b).] Although it is logically not necessary to give a separate definition of asymptotic stability for the special case of a solution that is an equilibrium point, we give first such a separate definition. There are two reasons for doing so: first, the asymptotic stability of equilibrium points is, in practice, a very important special case; second, the definition of asymptotic stability for an equilibrium point is intuitively clear and serves as a guide to understanding the definition of asymptotic stability for an arbitrary solution. We consider an autonomous system dxx (5.6)

where fj has continuous first derivatives in Rn (y = 1 , . . . , « ) .

Mathematical theory

116

Definition. An equilibrium point p = (xl9..., xn) of system (5.6) is asymptotically stable if: given e > 0, then there exists 8 > 0 such that if x(t) is a solution of (5.6) and |x(f0) -p\ t0, solution x(t) is defined and \x(t) -p\ < e and lim x(t) =/?. t~* 00

In words, the equilibrium point is asymptotically stable if each solution that gets close enough to p approaches p as a limit as t -> oo (see the accompanying sketch). This basic definition of asymptotic stability of an equilibrium point illustrates the fact that the mathematical theory of stability is not entirely realistic. If an equilibrium point is asymptotically stable and if for some values of e the corresponding 8 = 8(e) has a very small value, say 8 = (10~30)(e), then for practical purposes, the equilibrium point is unstable. On the other hand, suppose we consider an equilibrium point of a two-dimensional system for which the orbits near the equilibrium point behave as sketched:

5.2 Basic theory

111

That is, there is a periodic solution (represented by the closed curve) such that all solutions except the equilibrium point p approach the periodic solution. Then the equilibrium point is certainly not asymptotically stable. On the other hand, if the closed curve that represents the periodic solution is contained in a small neighborhood of the equilibrium point, then for practical purposes, the equilibrium point may be regarded as stable. A fundamental question in stability theory is to obtain criteria for determining if a solution is stable or asymptotically stable. The following theorem is a classical result that is often applied. Theorem 3. If the real parts of the eigenvalues of the matrix

are all negative, then the equilibrium point p is asymptotically stable. If M has an eigenvalue with positive real part, then p is not asymptotically stable. Proof See LaSalle and Lefschetz (1961) or Cronin (1980). If n > 2, the question of determining whether the eigenvalues of the matrix M have negative real parts is itself a serious problem especially as n gets larger. One important method for solving this problem is the Routh-Hurwitz criterion. We will not describe this criterion in detail. We merely point out that it is described in most texts and that a detailed account including generalizations may be found in Marden (1966). Theorem 3 leaves unresolved the question of whether p is asymptotically stable if the matrix M is nonsingular and all its eigenvalues either have negative real parts or are pure imaginary. These cases are not just "degenerate cases." They often occur in applications and their study requires a more delicate investigation of the higher-order terms. Sometimes this is done by straightforward (but usually rather laborious) computation. For some classes of equations, the use of Lyapunov functions is an effective method, which largely avoids computation. A lucid and beautiful introduction to Lyapunov functions is given by LaSalle and Lefschetz

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(1961). A complete technical account may be found in Cesari (1971). Now we turn to the definition of asymptotic stability for an arbitrary solution. We consider an ^-dimensional system dxx (5-7)

dxn

where fj has continuous first derivatives in RX Rn (j = 1,...,«). In the following definition x(t, i, x) denotes the solution of (5.7)

such that x(i, t, x) = x. Definition. Solution x(t) of (5.7) is stable if there is a value tQ such that the following conditions hold. 1. There is a number b > 0 such that if \xl-x(t0)\ t0. 2. Given e > 0, then there exists 8 e (0, b) such that if \xl-x(t0)\ t09 \x(t,to,xl)-x(t)\<e. The solution JC(/) is asymptotically stable if conditions 1 and 2 hold and if also the following condition holds: 3. There exists 8 e (0, b] such that if

then lim \x(t910,

xl) - x(t9109

x°) | = 0.

From the mean value theorem, we have

u)-f(t,x) =

v

u + R(t, x, w),

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119

where R is a remainder term such that lim

and a straightforward calculation yields: Theorem 4. Solution x(t) is asymptotically stable if and only if 0 is an asymptotically stable equilibrium point of

Application of the Floquet theory [see Cesari (1971) or Cronin (1980b)] then yields: Theorem 5. If f has period T as a function of t, if x(t) is a solution of (5.7), and if x(t) has period T, let \v...,\n be the characteristic the corresponding characteristic exponents multipliers and pv...9pm of the system

£-[£"•*»

u.

V l\l < 1 i°r equivalently, R(pt) < 0], for i = 1,..., n, then x(t) is asymptotically stable. If there exists j such that \Xj\ > 1 [equivalently R(Pj) > 0], then x(t) is not stable. Unfortunately, if n > 2, this theorem is more elegant than practical because the problem of computing the characteristic multipliers becomes very difficult unless / and the periodic solution x(t) are given very explicitly. The following theorem lacks the elegance of the preceding theorem but in some cases, it may be more practical. Theorem 6. Suppose that the equation ^=f(t,x)

(5.8)

satisfies the following conditions'. 1. Each component off(t, x) has continuous third derivatives in t and xl9...9 ;cn, the components of x, at each point of Rn+l. 2. There exists a bounded open set U 0 such that if then x(t)^

U, and if

to-S 0 such that for all y e U, lub

\P-]\<M.

4. For each t e R, y G [/, the eigenvalues of the matrix fx(t, y) satisfy the following hypotheses'. (i) There exists r>0 such that all of the eigenvalues of fx(t, y) have real parts that are less than or equal to —r. If there exist y e U and t > t0 such that one of the eigenvalues of fx(t9 y) has a nonsimply elementary divisor then r> M, the constant in condition 3. (ii) There exist positive numbers 6, c such that r—M —c r- M- c> 0

and

b
/, the imaginary part of each eigenvalue of fx(t, y) has absolute value less than b. In the special case that the eigenvalues of the matrices fx(t, y) (where y^U and t>t0) all have simple elementary divisors, we require only that there exist positive numbers i and c such that r—c r — c>0 and b < m and such that for all y e U and t>t0, the imaginary part of

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121

each eigenvalue of fx(t, y) has absolute value less than J). [Computable criteria for these hypotheses are given by Harden (1966).] (Hi) Let —qi,...,—qn denote the real part of the eigenvalues offx(t, y). Then for j = 2 , . . . , « , \qx- qj\ < c/8. Conclusion: If x(t) is a solution of (5.8) such that x(t0)^ some t0, then x(t) is asymptotically stable.

U for

Proof See Cronin (1980a). 5.2.4.3 Phase asymptotic stability It is natural to assume that in studying autonomous equations we should use the same definition of asymptotic stability that was used in the discussion of nonautonomous equations. However, it turns out that this is not possible for the most important case, periodic solutions. That is, we have the following theorem [for the proof, see Cronin (1980b)]: Theorem 7. Ifx(t) is a nontrivialperiodic solution (i.e., aperiodic solution that is not an equilibrium point) of the autonomous equation dx

/

x

then x(t) is not asymptotically stable. It is rather reasonable to raise, at this point, the question of using Theorem 5 to determine if a periodic solution is asymptotically stable. Actually there is no possibility of applying Theorem 5 because if x(t) is a periodic solution of dx

t

x

then

Thus, dx/dt

is a periodic solution of the equation

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It follows that fx[x(t)] has at least one characteristic multiplier equal to 1 [see Cronin (1980b)] and hence the hypothesis of Theorem 5 is violated. The stability definitions that are frequently used in the study of solutions of autonomous equations are definitions of orbital stability. As the name suggests, these concepts arose in the study of celestial mechanics, and they are not entirely satisfactory for the models that are studied here. Because the choice of a stability definition is important, it is worthwhile to explain this point in detail and we begin by stating the definitions. Definition. Let x(/) be a solution of the n-dimensional equation ^

=/(*),

(5-9)

where / is defined and has continuous derivatives in Rn such that x(t) has period T. Let C be the orbit of x(t\ that is, C= {*(/)//€= [0,r]} or C is the underlying point set of solution x(t). If p e Rn, let d(p,C)=

ini \p-q\. C

Solution x(t) is orbitally stable iff: given e > 0, then there exists S > 0 such that for any solution x^\t) of (5.9) for which there is a t0 such that it is true that JC (1) (/) is defined for all t > t0 and for all t > t0. Solution x(t) is asymptotically orbitally stable if x(t) is orbitally stable and there is an e0 > 0 such that for any solution x(1)(t) for which there exists t0 with it is true that lim

d(x(1)(t),C)=0.

t-*oo

Orbital stability is a meaningful property of a solution only if the orbit is a simple configuration. In practice only the case in which

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123

the orbit is a simple closed curve (so that the solution is periodic) is considered. That is why in the definition of orbital stability, we imposed the hypothesis that x(t) has period T. Orbital stability says roughly that if a solution gets close to the orbit of the given solution, it stays close. However, if y(t0) is close to C, it does not follow that \y(t)-x(t)\

(5.10)

remains small. If the solutions move at different speed, the expression (5.10) may not stay small. In other words, a solution may be orbitally stable but not stable in the sense of the definition of stability in the preceding section on nonautonomous equations. [For an example of a periodic solution that is orbitally stable but not stable, see Hahn (1967, p. 172).] For our purposes where we would expect the solutions near the "stable" periodic solution to have some kind of approximate period, orbital stability is not enough. Roughly speaking, we want the nearby solutions to have about the same speed as the "stable solution." Now we describe an example that illustrates this desirable behavior and after that we will introduce a definition suggested by this example. Example.

dt In polar coordinates, this system becomes dr

dx

dy

ui

ui

ai

x2 + y2)(l — x2 — y2) = r2(\ — r2)

or jt=r(\-r2)

(5.11)

f - l .

(5.12)

and

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Elementary computations show that the general solution of the system (5.11) and (5.12) is 0 = -t + C, 1 r= where C and k are arbitrary real constants. If k is negative, then r is real only if t is large enough so that -\ t0, X(/)G

U.

2. There is no equilibrium point of (5.16) in U. 3. For all X G ( / , each component of f is a power series in xv..., xn, the components of x. 4. Suppose y E:U and Py is a matrix such that 1^1 = 1 and

where J is the real canonical form offx(y). M > 0 such that

Then there exists

\\xb\p-l\<M. 5. For each y e U, the eigenvalues of the matrix

fAy) satisfy the following hypotheses'. (i) There exists r > 0 such that, for ally G U, the matrix

fAy) has (n — 1) eigenvalues that have real parts that are less than or equal to —r. If any of the eigenvalues of a matrix fx(y) has a nonsimple elementary divisor, then we require that r> M. (ii) The imaginary parts of the eigenvalues of fx(y) for all y e U have absolute value b, where

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and f is a positive number if all the eigenvalues have simple elementary divisors. If any of the eigenvalues have nonsimple elementary divisors, then the imaginary parts of the eigenvalues have absolute value less than or equal to r — M — 7]

M

=

7}

r

M"

1

" M'

where TJ is a positive number. [Remember that according to (/) if there exists an eigenvalue with a nonsimple elementary divisor, then r> Mso that if i\ is sufficiently small, r

i)

1

>0. M M We note that computable criteria for condition 5 are given by Marden (1966), especially on pp. 197 and 203.] 6. There exists /} > 0 such that if x G U and the nth eigenvalue of fx(x) has real part greater than —r and u(x) is an eigenvalue of unit length associated with the nth eigenvalue of fx(x), and if f^(x) is the coefficient of u(x) in the expansion off(x) in terms of the n (generalized) eigenvectors of fx(x), then 7. Let —qx,...,-qk denote the real parts of the (n - 1) eigenvalues that have real part less than or equal to — r. Then for j = 2 , . . . , k, Conclusion: If x(t) is a solution of (5.16) and there exists t0 such that x(t0) G U, then x(t) is phase asymptotically stable. If U is connected there is exactly one phase asymptotically stable periodic solution u(t) such that

O[u(t)]t0, where t0 is a fixed

5.5 Periodic solutions

131

Figure 5.1. value, and is bounded. Suppose also that ti(S) contains no equilibrium points of (5.17). Then one of the following two alternatives holds. 1. Solution S is a periodic solution [in which case tt(S) is the orbit of S]. 2. Q(S) is the orbit of a periodic solution and solution S approaches S2(5) spirally from the outside of spirally from the inside {see Fig. 5.1). The Poincare-Bendixson theorem suffers from the same usual drawback of pure existence theorems. That is, the existence of a periodic solution is established, but the periodic solution may not be unique, and the theorem gives no hint about how to compute the periodic solution. The Poincare-Bendixson theorem has another serious limitation. It is well known from consideration of higherdimensional examples that the theorem is not true if the dimension n > 2. Since most of the models we have considered have dimension at least 4, we certainly need a higher-dimensional result. 5.3.1.2 Bendixson criterion A simple and often convenient test for the nonexistence of periodic solutions in the two-dimensional case is given by the following condition. Bendixson criterion. Given the system dx dy

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where P and Q have continuous first partial derivatives with respect to x and y at each point of the (x, y) plane, then if the function dP

dQ

dx

dy

is nonzero at each point of the (x, y) plane, the system has no nontrivial periodic solutions. Proof See Cronin (1980b) or any standard textbook on differential equations. 5.3.1.3 Hopf bifurcation theorem Once we consider dimension n > 2, there are very few results about the existence of periodic solutions of autonomous systems except Sell's theorem. There is, however, one well-known result, the Hopf bifurcation theorem, that should be described in detail. The Hopf theorem is concerned with an autonomous system with a parameter. Very roughly speaking, it states that periodic solutions may bifurcate (or appear) from an equilibrium point as the parameter is varied through a critical value. The precise statement of the theorem is as follows. Hopf bifurcation theorem. Consider the n-dimensional equation

-£=A(e)x+f(x,e)

(5.18)

where e is a parameter, the function f has continuous first derivatives in x and e, and f is such that r hm |x|->0

l/(

* ' e ) l = n0 \X\

uniformly in e for \e\ sufficiently small', A(e) is a differentiate matrix function of e. Let x(t, x°, e) denote the solution of (5.18) such that x(0, x°, e) = x°. Suppose that matrix A(e) has the eigenvalues a(e) + ifi(e) and a(e) — //J(e), where a(e) is a real differentiate function such that a(0) = 0, a'(0) ¥= 0, and /?(0) # 0. Suppose also that /j3(0) is an eigenvalue of multiplicity 1 of the matrix

5.3 Periodic solutions

133

A(0) and suppose that A(0) has no eigenvalue of the form /[«/?(0)], where n = 0, ± 2 , + 3,... . Then there is an interval I = ( — r, r), where r > 0, and there exist real-valued differentiable functions e(s), h(s), c3(s),..., cn(s), all with domain /, such that e ( 0 ) = M 0 ) = c 3 ( 0 ) = ••• = c n ( 0 ) = 0 and such that, if c(s)=

[0,s9c3(s),...9cn(s)]9

then the solution x[t,c(s),e(s)] of (5.18) has period 2IT

Vh(s)\. The function e(s) is nonpositive or nonnegative, so the periodic solution is obtained only for e > 0 or e < 0. Thus the periodic solution ''bifurcates" from the equilibrium point 0 as e passes through the value 0. It is clearly important to determine if the periodic solution thus obtained is stable, and there are explicit, that is, computable, criteria for stability. A good discussion of these is given by Poore (1976). The Hopf theorem is directly applicable only to a limited class of equations. Probably its primary importance lies in showing that a certain kind of qualitative behavior (the appearance of periodic solutions) can occur and this kind of qualitative behavior is analogous to or serves as a model of experimentally observed behavior of certain biological and hydrodynamical systems. Essentially we have just two results about the existence of periodic solutions if n > 2: Sell's theorem and the Hopf bifurcation theorem. The Hopf theorem is a local result: It says that if a parameter is changed slightly, then under certain circumstances a small periodic solution appears near an equilibrium point. Sell's theorem is an in-the-large result: It says that if there is a phase asymptotically stable solution, that solution approaches an equilibrium point or a periodic solution.

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5.3.2 Periodic solutions of equations with a periodic forcing term 5.3.2.1 The need for such periodic solutions The theorems about periodic solutions of autonomous systems that we have described are likely to be useful in the study of our physiological models because most of these models are autonomous systems. However, there are important modifications of these models that are systems of differential equations that have periodic forcing terms. To study these modifications we need theorems about the existence of periodic solutions of nonautonomous systems, and this is the topic to which we turn now. Before embarking on the mathematics, we describe briefly a few of these modifications that are nonautonomous systems. We have already described (in Chapter 4) the example of a periodic current stimulus applied to a squid axon. This was studied numerically by Berkinblit et al. (1970), but a rigorous qualitative study requires the use of theorems about periodic solutions of nonlinear nonautonomous systems. Much more important examples are nonautonomous modifications of the model of the Purkinje fiber. If the action of a Purkinje fiber in its natural setting is to be studied, then the influence of the periodic pacemaker pulse, that is, the pulse originating in the pacemaker region of the sino-atrial node, must be taken into account. Mathematically, this means adding a periodic forcing term to the model of the Purkinje fiber, for example, the Noble equations or the McAllister-Noble-Tsien equations. 5.3.2.2 A general theorem about existence of periodic solutions We consider an ^-dimensional nonautonomous system of the form dx or

(5.19) -£ where dft/dt,

= /„('> * i , . . • , * „ ) , dft/dxj

(/, j = 1,...,«) exist and are continuous in

5.3 Periodic solutions

135

Rn+1 and f(t, x), regarded as a function of /, has period T, where T is a positive constant; that is, for all x and all /,

f(t,x)=f(t+T,x). The question is: Does equation (5.19) have a solution of period Tl In order to state a theorem that answers this question, we let x(t, c) denote the solution of (5.19) such that x(0, c) = c. Theorem 9. Suppose there is a bounded open set Ua Rn such that U is homeomorphic to a closed ball in Rn and such that U has the following property: if cG U, then x(T, c) e U. {This property can be described in words as: a solution that passes through a point in U is also in U after the time interval T has elapsed.) Conclusion: There is a point c 0 e U such that x(t,c0) has period T. This theorem is proved by applying the Brouwer fixed point theorem to the mapping M of U into itself, defined as follows: If CG U,

M: c->x(T,c). The hypothesis of the theorem guarantees that mapping M takes U into itself and, hence, by the Brouwer fixed point theorem, mapping M has a fixed point c 0 , that is,

x(T,co) = co = x(0,co). It is easy to show that this condition implies that the solution x(t, c0) has period T. One drawback of this theorem is that the Brouwer fixed point theorem is used and consequently the proof of the theorem yields no information whatever about how to compute the solution unless we refer to a constructive proof of the Brouwer theorem. Second, since we do not known how to compute solution x(t, c 0 ), there is little hope of investigating its stability. Finally, the theorem just says that at least one periodic solution exists. We have no estimate of an upper bound for the number of periodic solutions. There might, indeed, exist an infinite set of periodic solutions. In order to circumvent this difficulty, we impose additional hypotheses on fj(t9xl9...,xn). Let us suppose that each fj(t, x l 5 . . . , xn) has the form Pj(t,xl9...,xn),

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where Pj(t9 xv..., xn) is a polynomial of degree qj in xl9..., xn and the coefficients in Pj are continuous functions of / that have period T except for the coefficients of terms of degree q.. These last coefficients are assumed to be constants. Thus, Pj(xv..., xn) may be written as

where Rj is a polynomial homogeneous of degree q} in xl9...,

xn, Qj(t, xl9...,

xn) is a polynomial of degree qj—l

in

x ! , . . . , xn, and the coefficients are continuous functions of / with period T. Finally we assume that the homogeneous polynomials Rl(xv...,

xn)9...,

Rn(xl9...,

xn) have n o common zeros in Rn

except the origin. [A necessary and sufficient condition that this hold is that the resultant of Rv...,Rn is nonzero; see van der Waerden (1940) or Macauley (1916).] Under these hypotheses, we have the following result. Theorem 10. The number m of periodic solutions of (5.19) is either infinite or, if m is finite,

/ / n = 2, then m is finite and 1 < m < qxq2. For arbitrary n, if we add an arbitrarily small constant term of / , m becomes finite and Proof See Cronin (1980b, Appendix). 5.3.2.3 Branching of periodic solutions Just as the Hopf bifurcation theorem shows that a certain kind of qualitative behavior (the appearance of periodic solutions) can occur in autonomous equations, certain theorems about branching of periodic solutions show that analogous qualitative behavior occurs for nonautonomous equations. We consider the classical problem of searching for periodic solutions of an «-dimensional system of the form ^=f(t,x,e),

(5.20)

where e is a real parameter such that |e| is small and / has

5.3 Periodic solutions

137

components fj(t, xv..., xn, e), j = 1,..., «, where each fj has continuous partial derivatives of the third order with respect to t, JC19 . . . , xn, e. Further, we assume that for each fixed value of e, fj(t,xl,...,xn,e) has period T(e) where T(e) is a differentiable function of e. We assume that for e = 0, (5.20) has a solution JC(/) of period T(0) and we study the following problem. Problem 1. If |e| is sufficiently small, does (5.20) have a solution x(t, e) of period T(e) such that for each real t, limx(t,e)=x(t)7 e->0

By using a strategic change of variables and applying Floquet theory [see Cronin (1980b)], this problem can be reduced to the study of the equation -£-=Ax + eF(t9x,e) + G(t), (5.21) at where A is a constant real matrix, the functions F and G have continuous first derivatives in all variables, and F and G have period T in t, where T denotes the number T(0). Problem 1 can be rephrased as: Problem 2. If \e\ is sufficiently small, does equation (5.21) have solutions of period Tl To answer this question, we have first a classical theorem due to Poincare. Theorem 11. If the equation dx — =Ax dt has no nontrivial solutions of period Inir/T {or, equivalentiy, if matrix A has no eigenvalues of the form Iniri/T, where n = 0, + 1 , + 2,...), then there exist numbers i ] 1 > 0 , T J 2 > 0 such that for each e with \e\ < r}l9 there is a unique vector c = c(e) such that \c(e)-co\)9

(5.32)

5.4 Singularly perturbed equations

147

has the point (X\,...,XQ) as an equilibrium point [since / ( S ) = 0]. We require that ( X Q , . . . , X Q ) be an isolated equilibrium point and that ( X Q , . . . , XQ) be the a-limit set of exactly one orbit of (5.32). That is, there is exactly one orbit of (5.32), the underlying point set of a solution x(t) of (5.32), such that lim,_ - ^ ( 0 = ( 4 > . . . , x§). 4. Let A^i ^/ denote the A>dimensional hyperplane

{{x\...,xk,y\...,y')\/=yl...,y>=y}. Then, if X^ y/ is translated by any sufficiently small vector, it does not contain an equilibrium point of the fast-motion equation system near S. Definition 2. Let (Jc 1 ,..., xk, yl,..., the orbit of

yl) e Rn - T and consider

e-^=f'(x\...,xk,y\...,yk),

(5.33)

which passes through the point (Jc 1 ,..., x1). If the co-limit set of this orbit is a stable equilibrium point (jc 1 ,..., jc*) and if

then the point (Jc 1 ,..., Jc^, y1,..., yl) is called the drop point correyl). sponding to the point (Jc 1 ,..., Jc^, yl,..., Definition 3. Let S(xl0,..., XQ, yl,..., y$) be a junction point that satisfies the following condition: The orbit of

which has ( x ^ , . . . , JCQ) as its a-limit set (condition 3 in Definition 1), has the property that its co-limit set is a stable equilibrium point

Then P is the drop point following the junction point S. With Assumptions 1 and 2 and Definitions 1-3, we are ready to define a discontinuous solution of the degenerate system (5.29). In describing the discontinuous solution, we will use the term "phase

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point" and speak of the "phase point traversing" a curve. The term "phase point" simply refers to a position on a curve and how the phase point " traverses" the curve is given by the analytic description of the curve. A discontinuous solution of (5.29) with initial point Q^Rn is the continuous curve 3~c Rn obtained by applying successively the following steps. Step L If Q(jc1,..., xk, yl9...,

yl) £ T9 then the system

1

,...9xk9y\...,

has a unique solution (xl(t),...,xk(t)) such that xi(t0)=xi9

/ = l,...,/c.

We assume that the co-limit set of the solution

is a stable equilibrium point ( x 1 , . . . , xk) and that

That is, we assume that (Jc 1 ,..., xk9 y1,..., yl) is a drop point corresponding to Q. The first section of the continuous curve ST is the curve {(x\t),...,xk(t),y\...,y')\t>t0}. The phase point traverses this section of ST instantaneously and this is called a fast-motion part of ST. Step 2. If Q(X\...,Zk,y\...9yl)*=T_9 then from the definition of F_ and by the implicit function theorem, the system of equations fi(x19...9xk9y19...9yi)=09

i = l,...,fc, l

k

can be solved uniquely for x ,...9x neighborhood of the point Q(xl,...,

in terms of yl,...,yl in a k l l x 9 y 9..., y ). That is, there

5.4 Singularly perturbed equations

149

exist differentiate functions such that and such that

/'[x1(/.....A....^(/.-.A/.-.y]-o. (5.34) Substituting x'=x'(/,...,y), i=i,...,*, into (5.29), we obtain (5.34) and

y) *v y = l , . . . , / . (5.35) The existence theorem can be applied to (5.35) and we obtain the conclusion that there exists a solution of (5.35) such that and such that

This last statement follows from (5.34). Next we assume that there exists tx > t0 such that the solution is defined for all t e [^0^i) a n d that

exists and that S=\im{xl[y\t),...,y'(t)],...,xk[y\t),...,yl(t)],

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is a junction point in F o . In this case, the resulting section of the curve 2T is

The time interval during which the phase point moves along this section is tx — t0 and this section is called a slow-motion part of y . Step 3. If Q(xl0,..., XQ, yl,..., y^) is a junction point, we assume that there exists a drop point P following the junction point Q. Then the corresponding section of the curve $" is defined as follows. Let the orbit of

which has (JCQ,..., solution

JCQ)

as its a-limit point, be described by the

The corresponding sections of F is

{(x1(t),...,xk(t),yl0,...,y 1 } . Since £ is the only equilibrium point, Assumption 2 is certainly satisfied. The set Fo consists of the two points S\ —1,2) and S 2 (l, —2). Also each of the points Sl and S 2 is a junction point.

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To prove this statement we note first that conditions 1 and 2 in Definition 1 (the definition of junction point) are obviously satisfied. Equation (5.32) in condition 3 becomes, for this example with the point Sl, e— = - (x3 - 3x - 2) = 2 + 3x - JC3. dt Since - (JC3 - 3x - 2) = - (x - 2)(x + I) 2 , then dx/dt = 0 at x = — 1 and dx/dt > 0 for JC in a neighborhood of — 1 (except at — 1 itself). Thus, condition 3 is satisfied. Condition 4 is satisfied by inspection. Thus, S1 is a junction point. A similar proof shows that S2 is also a junction point. Using again the fact that - (JC3 - 3x - 2) = - (JC - 2)(JC 4- I ) 2 ,

we see easily that P\2,2) is a drop point following S1 and P2 ( — 2, —2) is a drop point following S2. Now we are ready to describe some discontinuous solutions. Suppose first that the initial point Q is such that Q^T_; in particular, take Q to be, say, the point (\/T,0). By Step 2 in the definition of discontinuous solution, the first section of the discontinuous solution is Since 5 2 is a junction point, then by Step 3 in the definition of discontinuous solution, the second section of the discontinuous solution is {{x,y)\-2<x ' J and the fast-motion parts that occur between these slow-motion sections. Then if e is sufficiently small, the solution

of which 3TE is the orbit, is defined for all t e [f0, fj. / / and if

where d[p,^0}=

glb\p-q\,

then

Roughly speaking, this theorem says that if e is small enough, then ^ is a good approximation to the orbit ^ . This is an

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extremely powerful result because, as we shall see in later applications, finding a discontinuous solution is, in some cases, much easier than directly studying the solutions of the singularly perturbed system. The second question that we want to consider is the following. Suppose that the discontinuous solution ^ is a closed curve. Then if e is small, is ^ a closed curve? In other words, if e is small, does the singularly perturbed system have a periodic solution whose orbit is near ^ ? This question is answered by Mishchenko and Rozov (1980, p. 204, Theorem 1). We impose the same hypotheses as in the preceding theorem except that we assume also that ^ is a simple closed curve and that STQ is isolated and stable. That ^ is isolated and stable means the following. If S is a junction point of ^ and if N(S) is any sufficiently small neighborhood in r o of S, let p e N(S) — S. We consider the discontinuous solution with orbit ^ which contains p. (It is, of course, necessary to prove that such a discontinuous solution exists.) Assume that if we follow ^ after p, ^0 will intersect N(S) in a point p. Define the mapping

' P-*P, that is, That ^~0 is isolated and stable means that we assume that has a unique fixed point S and that the linear part of <j> is a mapping from N(S) into N(S) and that this mapping also has a unique fixed point, the point 5. We need just one more assumption, which is a nondegeneracy condition. Without loss of generality, we may assume that ^ consists of four parts: two slow-motion parts and two fast-motion parts. Let Sx and S2 be the two junction points of ^0. Let Sf be the (/ — l)-dimensional plane tangent to Fo at Sv and let S* be the (/ — l)-dimensional plane tangent to r o at S2. We make the following assumption. [Nondegeneracy assumption; see Mishchenko and Rozov (1980, p. 202).] The vector g(Sx) is transversal to Sf (i.e., if vx is a nonzero vector in Sf, then (\g(Sx) • ^ i D / d g ^ ) ! \vx\) < 1. Also the vector is transversal to S*.

5.4 Singularly perturbed equations

155

Now we have: Theorem 13 [Mishchenko and Rozov (1980, p. 204)]. There exists e0 > 0 such that if 0 < e < e0, then (5.28) has a closed trajectory ZTt, which describes a periodic solution, such that limp(iT0,ir ) = 0. [Whether this closed trajectory ^e is unique is not known; see Mishchenko and Rozov (1980, p. 203).] For the special case n = 2, Theorem 13 has a simpler stronger form, which we will use in the analysis of the FitzHugh-Nagumo equations. Theorem 14 [Mishchenko and Rozov (1980, pp. 141-142)]. Given the singularly perturbed system

4-/0. 3. The nonregular points of F, that is, the points at which

are isolated and each of them is nondegenerate, that is, at each of them, fxx(x,y)*0.

Mathematical theory

156

4. Let the regular part of T between nonregular points p and p be described by yp 0. Most frequently we will write (5.37) in vector form as

dx

du

*

^ ,

d u

(5-38)

du

The degenerate system of (5.38) is dy dv — = / — +, "' * dv g

-

+ A -o.

(JJ9)

Mathematical theory

158

The degenerate system is obtained from (5.38) by setting e equal to 0 and using the notation (y, v) in place of (x, u). As will be seen later, the change of notation is a clarifying convenience. System (5.38) includes as a special case the system dx — =H(x,w,t,e), (5.40)

dw £—-

=

G(x,W,t,£),

at where x, H are n vectors and G, w are scalars. [System (5.40) is the kind of system that occurs in mathematical modelling of electrically active cells.] To show that (5.40) is a special case of (5.38), we argue as follows. First, if the right-hand sides of (5.40) are linear in w, let w be such that du — = w. dt Then (5.40) can be written as dx du — =f(x,t,e)— + 4>(x,t,e), d2u du t—i + g(jc, /, e)— + h(x, t, e) = 0. System (5.41) is a special case of (5.38). Second, in the general case, that is, the case in which at least one of the right-hand sides of (5.40) is not linear in w, by differentiating the last equation in (5.40) with respect to /, we obtain dx — dt

d2w £

=H{x,w,t9e)9 (5.4O0 dG dw

dG dx

dt2 ~ dw ddt

dx d ddt

dG dt '

This last system is a special case of (5.38) with / = 0. Our next step is to define a discontinuous solution of (5.39). This step is parallel to the similar step taken in the Mishchenko-Rozov theory. However, in Levinson's work, the concept of discontinuous solution differs significantly from the concept of discontinuous

5.4 Singularly perturbed equations

159

solution used by Mishchenko and Rozov. At the outset there is a large difference because system (5.39) is, in general, nonautonomous. Hence, the discontinuous solution will be a curve in (y, v, t) space, that is, (n + 2) space. [Since Mishchenko and Rozov deal only with an autonomous system, their discontinuous solutions are curves in (y, v) space, i.e., (n + 1) space.] In order to define a discontinuous solution, we shall be obliged to write a fairly lengthy account that will include making a number of assumptions. The clearest way to present these assumptions is to state them as they are required rather than to try to list all of them in advance. We shall indicate the introduction of an assumption simply by using the word "assume" in italics. First we assume that there exists a point A = (y, v, a) in (y, v, t) space such that g(y,v,a)>0. Then in a neighborhood of (j>, v, a), system (5.39) becomes a conventional (n + l)-dimensional system of ordinary differential equations dy dt dv dt

dv dt h g

J

9

'

or

dy

r h]

*-_* dt

(5 42)

-

g'

Consequently, it is reasonable to expect that we can solve (5.39) in a neighborhood of (y, v, a) or, more precisely, that there exists a solution (y(t), v(t)) of (5.39) that satisfies the initial value y(a)=y, v(a) = v. Indeed, if / , g,h, satisfy slightly stronger conditions than just

Mathematical theory

160

continuity, then the existence theorem stated earlier in this chapter guarantees the existence of such a solution. We shall assume that there exists a number TX with the following properties: 1. rx > a. 2. There exists a solution (y(t), v(t)) of (5.42) such that (y(a),v(a))

= (y,v)

and the domain of (y(t),v(t)) contains [a, TX). We will denote this solution by So. Also lim, tT y(t) = y(rl — 0) and limnTv(t) = v(r1 - 0) exist and are finite. We will denote y(rx - 0) and v(rx - 0) by yB, vB. 3. I f / e [ a , T l ) , g[y(t),v(t)9t90]>0 and

]img[y(t),v(t),t,0] =0. Let Bx denote the point (y B , vB, TX) in (y, u, /)" s P a c e a n d l e t ^ ^ i denote the union of the orbit of solution So for a < t < rx and the point Bv That is, The first arc of the discontinuous solution is defined to be ABV The second arc of the discontinuous solution is a curve in the hyperplane t = r1 in (y, v, t) space. In order to describe this second arc, we first make another assumption. Let

and denote I(yB>vB>Ti) ^y IB- We assume that IBJ=0. We also assume that h(yB, vB, T 1? 0) # 0. The second arc of the discontinuous solution is the orbit of the solution of ^

=f(y,v,r.,0)

with initial value y=yB=

lim.y(0,

v = vB = lim v(t).

(5.43)

5.4 Singularly perturbed equations

161

We arrive at this description of the second arc by the following considerations. Since h{yB, vB, T 1 ? 0) # 0, then if t < TX and if TX — t is sufficiently small, it follows that h[y(t)9v(t)9t,0] g[y(t),v(t)9t,0]

* °

and hence dv/dt±0. Thus, dt/dv is defined. Multiplying both sides of the equations in (5.39) by dt/dv, we get dy dt

dv dt

dt

dt dv

dt dv

dv'

dv dt %— * dt dv

dt dv

dy

dt

= 0

or

= /+*~dv' dv

(5.44)

dt g+

0.

If t is held constant so that dt/dv = 0, then (5.44) becomes

g[y(t),v(t),t,0}=0. Since

then as t \ TX system (5.45) becomes

It is these considerations that suggest that the second arc of the discontinuous solution is the orbit of the solution of ^=f(y, with initial value

v,rlf0)

(5.43)

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162

In (5.43), variable v is an independent variable. We will consider v to be increasing above vB or decreasing below uB according as h[yB,vB,rv0] is negative or positive. (Remember that we have assumed that h[yB, vB, T^O] =£ 0.) The reason for this consideration is that if t 09 it follows that dv/dt has the sign opposite to the sign of h[yB,vB, TV0]. For definiteness, we will assume that h[yB, vB, r l9 0] is negative and hence that v is increasing. Let y(v) be the solution of (5.43) such that

By assumption g[yB,

VB9TX9O]

= 0.

(5.46)

But if v # vB and \v — vB\ is sufficiently small, then d

n

dg dy

dg

dv

=i

dyi dv

dv

Thus lim —j?fy(w),i;,T 1 ,Ol= E -7

But this last expression is IB, which has been assumed to be nonzero. This fact along with (5.46) implies that if \v — vB\ is nonzero but sufficiently small, it follows that g[j>(l>),»,T 1 ,0]*0. Hence, \i[v — vB] is positive but sufficiently small, j""g[.K0).0.Ti»O] vB, the domain of solution y(v) of (5.43) contains the interval [vB9 vcl

and

Let Cx denote the point (y(v c \ vc9 TJ. Denote g[y(vc), vc9 T^O] by gc and assume that

(This implies that / 5 , which was earlier assumed to be nonzero, is actually negative.) Since g c ^ 0 , then in a neighborhood of the point Cl9 the degenerate system (5.39) is a conventional (n 4-1)dimensional system

Jy

h

dt

g'

Consequently it is reasonable to assume that there exists a solution

(y(t)9 v(t)) such that

We assume that there exists T2 > TX such that: 1. The domain of (y(t), v(t)) contains the set [T1? T 2 ). 2. Forf€E[TlfT2),

3. l i m / T T 2 > ; ( O = j ( T 2 - 0 ) and are finite, 4. lim, T

and limtUy(t)

= V(T2-0)

exist

Let i?2 denote the point (y(r2 — 0), v(r2 - 0), T 2 ) in (j>, i;, /) space. Next we assume that the same kind of hypotheses hold for the point B2 that held for Bv Hence, we can then proceed in the same way at B2 as we did at Bx with v increasing or decreasing according as h[y(r2 — 0), v(r2 — 0), T 2 ,0] is negative or positive.

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164

Continuing in this manner, we obtain a curve ABXCYB2 • • • BNCNA' (where A' is a point at which g =£ 0). Definition. The curve ABXCXB2 • • •

BNCNA\

which will be denoted by ^ , is a discontinuous solution of (5.39). Now we are ready to state Levinson's theorem. We make the following assumptions: Al. There exists a discontinuous solution Sf of (5.39) defined for a < t < /?. Al. There exists an open set R contained in (y, v, t) space such that: (i) ^ c R. (ii) f(y, v, t, e), , g, h and their first partial derivatives with respect to j> l5 ..., yn, v, t are uniformly continuous and bounded as functions of y, v, t, e for (y, v, t) e R and 0 < e < r, where r is a small positive number, (iii) g, h have continuous second partial derivatives on RX[0,r]. [Levinson (1951, p. 75) points out that this assumption can be avoided.] In the statement of the theorem, we use the vector norm that was introduced earlier in this chapter. That is, if x is the n vector (xv..., xn), then the norm of x is

Theorem 15 (Levinson's theorem). Suppose that (5.39) satisfies the preceding assumptions Al and A2. If e,8v82 are sufficiently small and positive, there exists a solution (x(t), u{t)) of (5.38) with a domain that contains [a, /$] for any set of initial values (x(a), u(a)) that satisfy the inequalities

du

dv

5.4 Singularly perturbed equations

165

As e, Sl9 8 2 -> 0, the curve in (JC, U, /) space described by (x(t), u{t), t) for a 0. Theorem 15 was introduced by Levinson to treat a system of the form (5.37). Actually, our models are all of the special form (5.40). Consequently when Theorem 15 is applied, the initial values are specified values only of w(a) and x(a). The dw/dt(a) is then specified by the second equation in system (5.40). [If we specify a value of dw/dt(a), then, integrating the second equation of (5.40'), we would obtain dw e— = G(x, w, t, e) + C, dt where C is a constant of integration whose value would be determined by the specified value of dw/dt(a). Thus, unless C = 0, we would not have the system (5.40) that we are trying to study.] Thus 8 2 , and the inequality dw

dv

— (a) dt

dt

(o

can be disregarded; that is, the version of Theorem 15 that we will use is: Theorem 15R (revised). Suppose that the degenerate system of (5.40) satisfies assumptions A\ and A2. Then if e and 8X are sufficiently small, and positive, there is a solution (w(t), x(t)) of (5.40) with the solution defined for a 0. If Theorem 15 is to be applied to system (5.40), the first step is to differentiate the equation dw dt with respect to t. As a consequence of this, it turns out that the discontinuous solution with initial point A, where dG/dv^O, stays (for some time interval) in the manifold in (y, v, t) space described by G(y9v9t9O) = GA9 where GA denotes the value of G at the point A. The reason for this is that we have dw e— = G(x, w, /, e) dt and, after differentiation, d2w

d

Setting e = 0, we get -[G(x,w,/,0)]=0. The first step in obtaining the discontinuous solution is to solve the

5.4 Singularly perturbed equations

167

system -^- = H(y,w,t,O), (5 4?)

d -[G(y,w,t,O)]=O

-

or

(dG\tdv\ \Hv)\dt)

+

ldG\dy \dy)~dt

+

dG ~dt = °

or dy — = H(y,v,t,0), dt

do dt

ldG\-lUdG\dy \ dvj [\ dyjdt+

(5.48) dG' 8t

We seek a solution (y(t), v(t)) such that

and the point A = (yA,vA,a) is such that at A, dG/dvi=0. Let GA = G(yA,vA,a,0). Then

because

and by (5.48) or, equivalently, (5.47), dG —

[y(t),v(t),t,O]=O

so that G[y(t), v(t), /,0] is a constant. Thus the first arc of the discontinuous solution lies in the manifold G(y,v9t9Q) = GA.

Mathematical theory

168

But we seek solutions of system (5.40), the degenerate system of which is dx — = at

H(x,w9t90),

Thus, we seek discontinuous solutions, the slow arcs of which are contained in the manifold described by G(x,w,t90) = 0. Hence, the point A must be contained in this manifold. However, Theorem 15 can be extended to a discontinuous solution, the first arc of which is fast, by using arguments in Levinson's paper [Levinson (1951, pp. 81-84, Proof of Theorem 1, Part 2)]. We will need this extension in Chapter 6 for the study of the FitzHugh-Nagumo equations. We illustrate the preceding theory with the example considered earlier: dy

/

1

T\

(,3,,).

To cast this system in the form of (5.37), we differentiate the second equation with respect to / and obtain dy d2x £

dt

2

„ ,

r l

dx J

•""

• ~ dt

dy • dt

or

dt

0.

Mathematical theory

170

For example, suppose

As shown earlier, the first arc of the discontinuous solution, which has A as its initial point, lies in the manifold

and the arc is that part of the manifold that joins the point A = ( - \/3\0) and S1 = (-1,2). The point (-1,2) is the first point at which g=3x2-3 is zero. Thus Sl is the point B1 described in the definition of the discontinuous solution. [More precisely, Sl is the projection in (y, x) space of the point Bv] Now for this example the equation (5.43) becomes dx because in this example the function / is identically zero. Hence, the second arc of the discontinuous solution is a segment of the line y = 2. The segment starts at ( — 1,2). Since h sx such that: 1. The solution (v(t)9 y(t)) is defined for t e (sl9 s2). 2. limtts (v(t% y(t)) exists and is finite. [Denote that limit by (v29 y2).] Assume also that (s2, v29 y2) e R. 3. The real parts of the characteristic roots of A0(t9 v(t)9 y(t)) are all positive for / e [sl9 s2). 4. The matrix A0(s2, v2, y2) has 0 as a simple characteristic root, and all the other characteristic roots of A0(s2, vl9 y2) have positive real parts. By assumption 4, we can assume that the first row and the first column of A0(s2, v2, y2) are zero. If ml — n 4-1, then U = (w, w) and V=(v9r) where u and v are scalars and w and r are n vectors, and we can write systems (5.52) and (5.53) in the following form: d 2u du e-—r- + g ( r , ii, w9x9e)— + p(t9u9w9x9e) dt at + h(t9u,w,x,e) = 0, d2u du e—5r + <x(t9u9w9 x9 E)—-~ + A(t9u9w, dt dt

dw — at

dw x, e)-— dt

+ a{t, u, w, x, e) = 0, dx — =f(t9u9w9x9e)— dt

du dt

+ Z)(/, w, w, x, e)

+ B(t9u,w9x9e)

dw — dt

/* rA\ p.j4j

5.4 Singularly perturbed equations

175

and dv )

(

dv ao(t, v, r,y)—+ at

dr ^

^

^

dr A0(t, u, r,y)— + ao(t, v, r, y) = 0, at (5.55) dv

=/0(/ v

dr

r

y)

where

where g, A are real scalars, a and a are column n vectors, /? is a row « vector, ^4 is an « X « matrix, / and Z> are column m vectors, and B is an m X « matrix. Similar formulas hold for Ao, a0, and so on. Let

We assume that at P2, we have

We assume also that if t<s2 and if t is sufficiently close to s29 then for (/, v, r, ^) = (/, u(0, r(/), ^(0), where (v(t\ r(t)) = w(/), it is true that

Let y = (t>) be the solution of the system — such that

=fo(s2>v>r2>y)

Mathematical theory

176

Let v3 be the smallest value of v > v2 such that v2

and assume that the curve # = {(t,v,r9y)\t

= s2, v2 0 , T h e n a discontinuous union of the curve

7 = 1 , 2 , . . . , H , « + 1 and s2
on the intervals sx oo. It is important to observe here that we have not only determined that the solution becomes unbounded but also that we have a clear picture of how the solution oscillates more and more wildly. Since we have an explicit formula for the solution, then for given initial values (which will determine the constants cx and c2), we can find the value of the solution at any fixed time /. (That is, we have complete quantitative information.) But the qualitative information (how the solution oscillates more and more wildly) is more im-

6.2 Models derived from voltage-clamp experiments

189

Figure 6.1.

portant in understanding the action of the spring-mass system. Now suppose that instead of solving (6.1) explicitly, we had carried out a numerical analysis. A sufficiently detailed analysis would probably suggest (although, of course, not prove) that the solution oscillates with increasing wildness. But the numerical analysis might not give us as explicit qualitative information. Moreover, we would have little or no understanding of why it occurred. Since there is no hope of obtaining, for the differential equations that we study, explicit or closed solutions [i.e., solutions like solution (6.2) of equation (6.1)] we try to search directly for qualitative information. The primary purpose of this chapter is to show how the techniques described in Chapter 5 can be used for such a search.

Mathematical analysis of physiological models

190

The FitzHugh-Nagumo equations: Numerical results. Our first step will be to look at a numerical analysis of the two-dimensional FitzHugh-Nagumo equations. Since the system is two-dimensional and autonomous, its solutions can be represented by curves in a plane (i.e., the phase plane). By studying the graphs of these curves, we will obtain a clear picture of how the solutions behave generally and how this behavior corresponds quite closely to the experimentally observed physiological phenomena. Thus, we will see how the qualitative behavior of the solutions accounts for the physiological phenomena. As introduced in Chapter 3, the FitzHugh-Nagumo equations are dV V3

= (V+a-bW), dt where V denotes the membrane potential, W is a recovery variable, a, b,<j> are constants, and I is the total membrane current. The current / can be an arbitrary function of time, but we consider first the case that describes the normal condition and functioning of the nerve, that is, 7 = 0. f = 0.08 Following FitzHugh (1969) we take a = 0.7, b = 0.8, and in (6.3). Then by numerical methods, approximate solutions of (6.3) can be computed. The phase plane portrait of the computed solutions is shown in Fig. 6.2 [which is Fig. 3.2 in FitzHugh (1969)]. The dashed curves are the isoclines, that is, the curves dV V3 and dV — = V+a-bW=0. dt The critical points or singular points or equilibrium points are the points of intersection of the isoclines, that is, the points (V,W) such that V3 V W=0

6.2 Models derived from voltage-clamp experiments

I

191

-

and

V+a-bW=O. In this case, there is just one critical point R, which has coordinates {VR,WR) = (-1.1994, -0.6243). The solution curves, with arrowheads to indicate the direction of increasing /, are given by solid curves. The curve with double arrowheads, called the threshold separatrix, separates solution curves that represent action potentials from those that do not represent action potentials. Since the results shown in Fig. 6.2 summarize numerical analysis, they are not all sharply defined. In particular, the threshold separatrix is not well defined. As shown in Fig. 6.2, all the solution curves approach critical point R as time increases. Now suppose that we consider a solution that has the initial value (-1.1994+ Vo, -0.6243), that is, a solution that describes what takes place if the initial value of V is VR + Vo and the initial value of W is WR. If Vo is positive but small enough so that the point (VR+ VQ,WR) is on the left of the threshold separatrix, then as Fig. 6.2 shows, the solution curve moves almost directly toward the critical point R. This is a solution that does not

Mathematical analysis of physiological models

192

describe an action potential, that is, it describes a passive local reaction. On the other hand if the initial point (VR + Vo, WR) is on the right of the threshold separatrix, then, as the graph of the solution curve shows, V(t) increases rapidly as time passes; then W(t) increases, V(t) decreases, and the solution curve moves toward the critical point R. This solution describes an action potential. The behavior of these solutions shows how the phase plane can be made into a kind of map of different physiological states. For example, the region labeled AR (for absolutely refractory) consists of points (V,W) such that if a shock is applied so that V is increased to a larger value F, then no action potential will occur no matter how large V is. That is, each point in the region corresponds to a state of the axon in which the axon is absolutely refractory. Similarly, the points in the region labeled RR (for relatively refractory) correspond to states of the axon in which it is relatively refractory. Also the points in the region labeled E (for enhanced) correspond to states of the axon in which it is enhanced, that is, will respond with an action potential even though the shock applied is not large enough to raise the membrane potential from VR to the usual threshold level. The regions labeled RR, AR, and E in Fig. 6.2 are not indicated very clearly; their boundaries are simply suggested. The reason for this lack of definiteness is that we are summarizing results of numerical analysis and, hence, the results are not sharply delineated; rather the results suggest the existence of such regions. The relationships among these solutions of (6.3) that we have seen give us an "in-the-large" understanding of the various actions of the membrane potential that could not be achieved from numerical analysis of the HH equations. Of course, we have paid a price for this qualitative understanding: Much of the realism of the description given by the HH equations has been sacrificed. The activation and inactivation variables that describe quantitatively the currents of sodium and potassium ions in the HH equations have been replaced by a recovery variable W that has no specific physiological meaning. Nevertheless, the derivation and analysis of the FitzHugh-Nagumo equations represents a large forward step in the quantitative analysis of nerve conduction.

6.2 Models derived from voltage-clamp experiments

193

W

I Figure 6.3. Numerical analysis of the FitzHugh-Nagumo model can also be used [FitzHugh (1961)] to explain a number of other properties of the nerve membrane: for example, abolition of an action potential by anodal shock, and anodal break excitation. Suppose that an action potential occurs and is described by the solid line in Fig. 6.3. If an anodal shock is applied at the instant that the action potential is described by the point P, then the phase point is displaced horizontally to the left of P to a new point P\ and if this displacement is large enough so that P' is on the left of the threshold separatrix (as sketched), then the phase point continues on the solid line back to the equilibrium point R. Thus, the action potential is abolished by the anodal shock. This phenomenon has been observed experimentally: See Blair and Erlanger (1935) and Tasaki (1955). Next suppose that a constant membrane current /, where / < 0, is applied for an interval of time of length, say, T. Then the V isocline becomes V3

W+I = 0 3 and its graph is obtained simply by lowering the V isocline in Fig. 6.2, by |/| units. Then the new equilibrium point R' is below R (see V

Mathematical analysis of physiological models

194

Figure 6.4. Fig. 6.4). If the phase point starts at R when / is applied, it will move toward R' along the dotted line in Fig. 6.4. Now if |/| and T are large enough, then at the end of the time interval of length 7, the phase point will be below the threshold separatrix and so when the membrane current / is made zero again, an action potential will occur. This is the phenomenon of anodal break excitation that was discussed earlier (Chapter 2). In Chapter 2, we stated that appropriate numerical solutions of the Hodgkin-Huxley equations describe fairly accurately anodal break excitation. Also we presented an explanation in words of why anodal break excitation occurs. It is interesting to compare the explanations in Chapter 2 with the preceding explanation, which is quantitative, not just an explanation in words; also it relates the phenomenon of anodal break excitation to other phenomena. FitzHugh also made a motion picture entitled "Impulse propagation in a nerve fiber," which is based on numerical study of equation (6.3). This motion picture, which is very helpful in understanding how an action potential occurs, is available on loan from the National Medical Audiovisual Center (Annex), Station K, Atlanta, Georgia 30333.

6.2 Models derived from voltage-clamp experiments

195

The FitzHugh-Nagumo equations'. Singular perturbation analysis. FitzHugh's work is based entirely on numerical analysis, and our next step is to back up that numerical analysis with rigorous mathematical theory. We will use singular perturbation theory to support the numerical analysis and also to give a clearer understanding of the behavior of the solutions. Further examination of Fig. 6.2 indicates a very important property of the FitzHughNagumo equations: The solutions display behavior that is typical of solutions of a singularly perturbed system. When considered from this viewpoint, the behavior of the solutions of the FitzHugh-Nagumo equations is easier to understand. In particular, the origin of the threshold separatrix becomes clear. In order to see this, we show first how to change variables so that the FitzHugh-Nagumo equations become a singularly perturbed system. Let T = t<j>. Then (6.3) becomes

dV dt

dV dr dr dt

dV dtY

V3 3

dW dW dr dW ~dt~~ ~~cfr It ~~cfr or dV

dW ~d7

=

1 /

F3

-h

T~

F + a — bW.

Since $ = 0.08, the (6.3') has the conventional form of a singularly perturbed system of ordinary differential equations, that is, a system of the form dx

1

where e is small. Hence, we may apply the theorems described in Section 5.2.4 of Chapter 5.

Mathematical analysis of physiological models

196

For simplicity of notation we write t in place of r in (6.3'). Then since a = 0.7 and b = 0.8, (6.3') becomes T/3

(6.3") dW = J/+0.7-0W, dt where we have replaced <J> = 0.08 by the small positive parameter e. The graph associated with (6.3") is indicated in Fig. 6.5. Except very close to the curve V3

v- — -w=o, the directions of the solution curves are nearly horizontal and they go to the left or the right (according as V— V3/3— W$0) as indicated by arrows in Fig. 6.5. Also, on the curve V

V3

W=0,

V + 0.7-0.8W=0

E=H.2,-0.6) Figure 6.5.

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197

dW/dt is positive on the right of the equilibrium point E = ( — 1.2, —0.6) and negative on the left of E, as indicated in Fig. 6.5. Notice that if we take a sufficiently large contour ^ (sketched in Fig. 6.5), every solution that intersects # crosses it and goes into the interior of #. Thus all solutions ultimately enter a bounded set, the interior of #. Now we show that in a certain approximate sense the solutions of (6.3") approach the equilibrium point E. First, the point E is an asymptotically stable equilibrium point of (6.3"). This is because the linear part of the right-hand side in a neighborhood of E is -[-0.44]

- -

e

1 -0.8 Since the trace of this matrix is negative and the determinant is positive, it follows that the eigenvalues of the matrix have negative real parts. Hence, by a standard theorem, equilibrium point E is asymptotically stable. That is, if e is fixed, then ex > 0 implies there exists 8 > 0 such that if (V(t), W(t)) is a solution of (6.3") and if (F(/ o ), W(t0)) e N8(E), then for all t > t0, (V(t), W(t)) is defined and

1

-0.8 J

(V(t),W(t)) a and for / > a + T, the solution remains in the neighborhood N (E). This shows that the equilibrium point has a kind of global asymptotic stability property. Of course, this conclusion is valid only if e is sufficiently small, but since the FitzHugh-Nagumo equations are intended to give only a qualitative description, we may choose a value of e for which the conclusion is valid; that is, there is no physiological evidence that limits us to the value

(On the other hand if we try to use Levinson's theorems or the Mishchenko-Rozov theorems in analyzing models that are derived from quantitative physiological data, that is, models like the HH equations, then we do not have such freedom in the choice of e.) Now suppose we describe the situation in which a constant current / , where / > 0, is impressed on the membrane. Then the system (6.3) is dV V3 — =V W+I, dt 3 dW = <j>(V+a-bW) dt and the system (6.3") becomes dV II — = -\Vdt

e\

V3 — 3

dW = F+0.7-0.8JF, dt where a, b are taken as 0.7 and 0.8, respectively. The graph associated with this system is indicated in Fig. 6.6. Roughly speaking, it is obtained by "lifting" the cubic curve a vertical distance

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199

W

Figure 6.6. equal to /. If the cubic curve is lifted enough so that the line

intersects the cubic curve between its minimum and maximum points (as indicated in Fig. 6.6), then there is a discontinuous solution of the degenerate system that is a closed curve (sketched as dashed curve). Now we rewrite (6.3") in the notation of the Mishchenko-Rozov theorems described in Chapter 5, and it becomes dx

dy

— =x 4-0.7 -0.8y. dt That is, f(x,y)=x-

x3 — -y + I,

g(x, y) = x + 0.1 -0.8y. Hypothesis 1 of the Mishchenko-Rozov theorem (Theorem 14 of

Mathematical analysis of physiological models

200

Chapter 5) is obviously satisfied. Since

hypothesis 2 is satisfied. The nonregular points of T={(x,y)\f(x,y) = 0} are the points that satisfy fx(x,y) = l-x2 = 0, that is, the points (1, § + / ) and ( - 1 , f + J). Thus the nonregular points are isolated. Since then each of the nonregular points is nondegenerate. Thus, hypothesis 3 is satisfied. The stable parts of T are the points (x, y) with x < -1 and the points with x > 1. As Fig. 6.6 indicates, the line

g(x,y) = o does not intersect the stable part of T or the nonregular points. Thus, hypothesis 4 is satisfied. The two nonregular points have different ordinates. Hence, hypothesis 5 is satisfied. As already indicated, there is a closed discontinuous solution, that is, hypothesis 6 is satisfied. Therefore, we may apply the Mishchenko-Rozov theorem (Theorem 14, Chapter 5) and conclude that there is a unique stable periodic solution of the singularly perturbed system for each sufficiently small positive 6. Finally, let us suppose that / is large enough so that the cubic curve is lifted so much that the line intersects the cubic curve on the right of the minimum and the maximum points (as indicated in Fig. 6.7). Then as the discontinuous solutions (sketched as dashed curves) indicate, the equilibrium point E is globally asymptotically stable. As a second example of singular perturbation analysis, we consider the mathematical description of the results of experiments in which the nerve fiber is immersed in a solution bath of reduced calcium concentration. It has long been known that if the calcium

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201

W

Figure 6.7. concentration is reduced, the axon may display spontaneous oscillations or repetitive activity. A quantitative study of this activity was made by Frankenhaeuser and Hodgkin (1957) and a mathematical analysis of their results was carried out by Huxley (1959). Frankenhaeuser and Hodgkin found that the main results could be "summarized by saying that the effects of a fivefold reduction of calcium on the system controlling Na and K permeability are similar to those of a depolarization of 10-15 mV." Huxley proposed describing the corresponding change in the mathematical model, that is, the Hodgkin-Huxley equations, by replacing V in the equations for dm/dt, dh/dt, and dn/dt by F + AF, where

[Ca]/ where k = 9.32 and [Ca] is the calcium concentration and [Ca]n is the normal calcium concentration. (Thus if the calcium concentration is lower than [Ca]w, then AF is negative.) Hence, the effect in the FitzHugh-Nagumo equations [written in the form (6.3")] would be to change them to dV

\\

F3

— = -\v- — -w dt dW

e[

3

= (j/_#) + 0.7dt

(6.4)

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Figure 6.8. where R = — AK (Remember that the variable W corresponds to the variables m, h,n governing the flow of Na and K ions.) The graph associated with system (6.4) differs from the graph associated with the original system (6.3"), that is, Fig. 6.3, in that the diagonal line described by F+0.7-0.8W=0 is replaced by the line described by V-R + 0J-0.W=0. That is, the diagonal line is moved to the right by distance R. Thus if, the graph is as in Fig. 6.8. Thus, a relaxation oscillation of the form sketched in Fig. 6.8 occurs. Finally, if R > 2, the graph is as in Fig. 6.9. Thus, as indicated in that graph, the equilibrium point p is globally asymptotically stable. On the other hand, if R is negative, that is, if the calcium concentration [Ca] is increased, then the diagonal line is moved to the left and the graph has the form shown in Fig. 6.10. Thus, the equilibrium point is globally asymptotically stable. A stochastic model of nerve conduction: The model of Lecar and

Nossal. Next we describe another two-dimensional model that is also a modification of the HH equations, but that is a study in a very different direction-a direction that should be pursued further. In order to motivate the introduction of this model, we point out

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203

W

if>° -l.7\.

\

/

Figure 6.9. two drawbacks of the HH equations. First, there is a significant difference between what is observed experimentally when a stimulus just equal to the threshold value is applied to an axon and the prediction made by solutions of the HH equations of what will occur. The functions that appear in the HH equations are "wellbehaved" functions and hence the basic existence and uniqueness theorems for solutions of systems of differential equations are applicable. Because of the uniqueness of the solution, the HH equations always make the same prediction concerning the re-

Figure 6.10.

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sponse of the axon to a stimulus equal to the threshold value. However, the experimental result is that an action potential occurs for only a certain fraction of stimuli of threshold value [see Ten Hoopen and Verveen (1963)]. Second, the all-or-none law, which is an empirical statement or summary of experimental results, states that the axon either does not fire or responds with a full-sized action potential, but computation of approximate solutions of the HH equations shows that stimuli of various magnitudes produce intermediate responses. Such intermediate responses are not observed experimentally. These conflicts between experimental observation and theoretical prediction can be explained if we take into account an unjustified assumption that is used in the derivation of the HH equations: the assumption that the resting potential is a constant. Actually, experimental results show that the resting potential is subject to small random fluctuations or noise [see Verveen and Derksen (1968)]. The processes by which the resting potential is maintained are not very well understood, but theories of how these processes occur suggest that the processes are of a discrete nature and, thus, it is not surprising that such noise should exist. These remarks suggest that the HH equations might yield more realistic or accurate predictions if a random or stochastic term were included in the equations. The model that we will describe is a first step in this direction. It was proposed and studied by Lecar and Nossal (1971). Their work included analysis of both the HH equations and the model introduced by Frankenhaeuser and Huxley (1964) for the study of the myelinated axon (see Chap. 4, Sec. 4.2). In both these models, the quantities rh(V) and rn(V) are considerably larger than rm(V). They are so much larger that a reasonable approximation to the HH equations or the Frankenhaeuser-Huxley equations can be obtained by assuming that dh/dt = 0, dn/dt = 0, and that h and n have the constant values *oo(Jo) and H^VQ), where Vo is the resting value of the membrane potential. The resulting two-dimensional system is a "reasonable approximation" in the sense that for limited intervals of times its solutions, together with the conditions h = / ^ ( F Q ) and n = n^iVo), are near the solutions of the full four-dimensional system. The reason that the approximation works fairly well is that V and m

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205

vary much more rapidly than h and n. This kind of approximation was introduced by FitzHugh (1961) and was termed the method of reduction. First we describe this method very briefly. A more detailed description is given in Section 6.2.1.3. Following any stimulus of the axon, the quantities V,m,h,n ultimately return to their resting values. Thus, we expect that the HH equations have a unique globally asymptotically stable equilibrium point. The reduced system is: dV \

{ dm

—m rm(V)

'

where

and it can be shown [see FitzHugh (1969)] that the reduced system has three equilibrium points: two asymptotically stable equilibrium points and a saddle point. See Fig. 6.11, where the points A, B, C are the equilibrium points. The point A corresponds to the resting state of the system; B is the saddle point. The dashed line is the threshold separatrix. Solutions that pass through a point on the right of the dashed line approach the equilibrium point C as m

Figure 6.11.

Mathematical analysis of physiological models

206

t -> oo, and solutions that pass through a point on the left of the dashed line approach the equilibrium point A as t -> oo. Thus the saddle point and the threshold separatrix provide a model of a system with threshold behavior. The solutions do not approach a unique globally asymptotically stable equilibrium point as would be expected for the HH equations. The reason for this is that h and n largely describe or determine the later behavior of the solutions of the HH equations. Since h and n are "suppressed" in the reduced system, we can no longer expect the behavior that occurs with the HH equations. Now the analysis carried out by Lecar and Nossal is the following. A stochastic or random term is added to each of the equations in the reduced system. The resulting system is linearized in a neighborhood of the saddle point B and the linear system thus obtained is studied. The first step in describing these results is to rewrite the reduced system in a different and more convenient notation. The following notation is introduced:

J=ClI. Lecar and Nossal also introduce a different conductance variable a that, for the case of the Hodgkin-Huxley equations, is a = m3. Their reason for introducing this conductance variable is that a study of experimental data [see Lecar and Nossal (1971, p. 1053)] suggests that the steady state value of a, that is, seems more likely to be a universal quantity (i.e., one that describes data from a wide class of experiments) than the steady state value of m.

6.2 Models derived from voltage-clamp experiments

207

With these notations, the reduced system becomes dV

). where, in the case of the HH equations, [Lecar and Nossal emphasize that much of the analysis that follows can be carried out without reference to the particular form of For the Frankenhaeuser-Huxley model, a similar reduced system can be derived. It has the form dV 1

-

=

*(»),

where - Vp),

a = m2, and 2a 1 / 2 Now if noise is taken consideration, then random or stochastic terms must be added to each equation in the reduced system (6.5) or the system (6.6). Of course, once this is done, we are no longer concerned with the problem of solving a system of differential equations, but instead a system of stochastic differential equations. Instead of looking for a deterministic solution (V(t), o(t)) of (6.5), we must seek a solution of the system of stochastic differential

Mathematical analysis of physiological models

208

equations, (i^(t), 2(0), where for each fixed value of t, say t0, the expressions i^(t0), 2(/ 0 ) represent random variables. That is, ( ^ ( / ) , 2 ( 0 ) is a time-varying probability distribution for the position of the system in the (Vo) plane. Adding random terms to the system (6.5), we obtain dV J (Vo)-y^(V-V1) + Fv((o),t), (6.7)

^

0,

(6.8)

where Fv and Fa are random functions of time (Langevin forces); Fv is assumed to depend on ( a ) , the mean value of a, and Fa is assumed to depend on (V), the mean value of V. Now (6.7) and (6.8) are expanded in a neighborhood of the equilibrium point B = (VB, oB). Using the dimensionless variables, V-VB e =

v,

the expanded forms of (6.7) and (6.8) become — dt

+

"

u

+

^ =A21e + A22(i+ dt

+— V1 • • • +FO(VB, t) + • • •,

(6.10)

where

A12 =

yT—iT(v1-vB), 1

y

i

\do(V)

L 9 A•22 ~ The linearized version of (6.9) and (6.10) is de 1 i.

"ii-

"izr-

rz ^V\°B'> * )>

\®-*^)

(6.12)

6.2 Models derived from voltage-clamp experiments

209

and it is this last system that Lecar and Nossal analyze in detail. Thus their conclusions are based on the following assumptions: 1. The system (6.5) is a good approximation for the HH equations; and similarly the system (6.6) is a good approximation for the Frankenhaeuser-Huxley equations (as indicated earlier, this assumption is valid if the interval is small). 2. The linear system (6.11) and (6.12) is a good approximation for the system (6.9) and (6.10). (Since both eigenvalues of the matrix Au

Au

have nonzero real parts, then a sufficient condition that assumption 2 be valid is that e and JU, be small enough.) It is also assumed that Fv(oB, t) and Fa(VB, t) each represents the result of many small independent random events and, hence, for each t is a Gaussian or normal random variable. (Regarding Fv and F a , for each /, as normal random variables is suggested by the central limit theorem.) On the basis of these assumptions, Lecar and Nossal were able to obtain several very interesting results. For example, they calculated the probability of firing (occurrence of an action potential) for a myelinated axon given the initial value of V. Their results agree with experimental results [see Lecar and Nossal (1971, p. 1058)]. Another result is the distribution of latency values. Latency is the physiological term for the time interval from the beginning of the stimulus to the appearance of an action potential (measured, say, at the time at which it reaches half its full height). Experimental results usually suggest that the latency is bounded, but in the saddle point model of threshold behavior the latency is unbounded. The reason for this is that on an orbit that passes very close to the saddle point, such as the orbit Sf in Fig. 6.11 the speed (i.e., [(dV/dt)2 + (dm/dt)2]l/2) is very small because at the saddle point, dV

dm

Mathematical analysis of physiological models

210

Hence, the time required to pass on ^ from point a to point /? is very large; but Lecar and Nossal's results show that the probability of large latencies is very small. Thus the model is more realistic. In other words, the addition of random terms in the differential equations makes the saddle point a more accurate or realistic model of threshold behavior. The work of Lecar and Nossal is the only work in the direction of including a stochastic term in the mathematical model, and it raises many questions, but it slows clearly a direction of study that should be pursued more extensively. 6.2.1.3 Analysis of the Hodgkin-Huxley equations Boundedness of solutions. The analysis will be described in terms of the following version of the Hodgkin-Huxley equations given by FitzHugh (1969): dV

1

{ dm

m

rJV) (V)-

h

dn _

(V)-

n

dt ~

rn(V)

dt

'

We notice first that if m = 0, dm/dt is positive and if m = 1, dm/dt is negative, and hence every physiologically significant solution of the Hodgkin-Huxley equations stays in the set

Similar arguments hold for h and n and we conclude that all solutions of interest stay in the set

6.2 Models derived from voltage-clamp experiments

211

Now let

F=max[F Na ,F K ,F L ],

If V> V, then dV/dt < 0 and if V< V, dV/dt > 0. Thus, if r is a positive number, it follows that all the physiologically significant solutions stay in the closed bounded set _

m + r,0< h n Reduction method of FitzHugh. In view of the ease with which the desired boundedness condition on the solutions is established, it is rather a surprise to find that further analysis of the HH equation is extremely difficult. We will describe a couple of approaches that have been used to obtain some qualitative understanding of the solutions. Both of these approaches depend upon the fact that rm(V) is about one-tenth the size of rh(V) and rn(V). The first approach, the reduction method of FitzHugh, consists in first approximating the HH equations by taking dh/dt = 0 and dn/dt = 0, that is, by taking TH and TW to be infinite and letting h and n be equal, respectively, to /^(O) and ^(O). Then the HH equations are reduced to the two-dimensional system (V,m,h,n)\V-r — oo

and that all solutions with this property have the same orbit. Let us

6.2 Models derived from voltage-clamp experiments

231

assume that such a solution with orbit, say, ^ \ , exists. (It is straightforward but fairly lengthy to prove this assumption.) As can be visualized from Fig. 6.14, system (6.23) has just two equilibrium points: (F, m), where m = mO0(V)y and another point that we denote by (Vv mx), where VY is the positive solution of the equations h = h(V) and h = h(V), and m1 = mO0(Vl). [The point (Vl9 hx), where hx = hiV^, is shown in Fig. 6.14.] In order to show that £fx is a jump arc, we must show that orbit Sfx has as its co-limit set the point (Vv mx). In order to show this, we observe that

jF(F,m,/*,« 0 ) = - —

[400m3(V-40)][h-h(V)].

Cm

In this discussion, we assume V < 40. Hence, V — 40 < 0. From the description of the function m^V) given by Noble (1962, see especially p. 326, Fig. 4) and the equation dm M di MmTm(V)

'

it follows that if the initial value of m(t) is in the interval (0,1) (and this is the only case that is physiologically significant), then for all later /, 0<m(t) 0, it follows that J^(F, m,Ji,nQ) has the same sign as Ji — h(V), but Ji is a local maximum value of h{V). This can be seen from the graph in Fig. 6.14. (The positive direction on the h axis in that graph is downward.) Hence, it follows that h-h(V)>0 for V< V and for Fe(F,K 1 ). It can also be seen that and that, if V> Vv (V,m9h,no)